+479.2%
SAN vs IAG
+377.5%
+101.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +2.0% | +28.9% | -26.9% | -1.4% |
| 3M | +19.7% | +19.1% | +0.6% | +16.7% |
| 6M | +30.6% | -10.3% | +40.9% | +31.3% |
| YTD | +28.8% | +24.2% | +4.7% | +23.7% |
| 1Y | +57.8% | +116.5% | -58.7% | +41.1% |
| 3Y | +338.1% | +742.8% | -404.7% | +221.1% |
| 5Y | +384.2% | +753.3% | -369.1% | +239.4% |
| 10Y | +353.1% | +403.2% | -50.0% | +204.5% |
| All | +479.2% | +377.5% | +101.8% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling