+336.9%
SAN vs IBN
+312.2%
+24.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -0.5% | -5.1% | +4.6% | +1.9% |
| 30D | -0.1% | -3.5% | +3.5% | +1.5% |
| 3M | +19.6% | +11.3% | +8.3% | +13.9% |
| 6M | +32.7% | +4.4% | +28.3% | +30.2% |
| YTD | +26.7% | -1.8% | +28.5% | +27.9% |
| 1Y | +51.6% | -8.0% | +59.6% | +56.9% |
| 3Y | +348.7% | +27.1% | +321.7% | +295.5% |
| 5Y | +378.7% | +54.5% | +324.2% | +284.8% |
| 10Y | +336.9% | +314.2% | +22.7% | +135.7% |
| All | +336.9% | +312.2% | +24.7% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling