+267.7%
SAN vs IBN
+385.6%
-117.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +4.0% | +1.9% | +2.1% | +3.2% |
| 30D | -7.8% | +22.1% | -29.9% | -16.1% |
| 3M | -16.4% | +17.1% | -33.5% | -22.4% |
| 6M | +3.5% | +35.5% | -32.0% | -10.2% |
| YTD | +6.7% | +16.8% | -10.1% | -0.8% |
| 1Y | +14.5% | +12.4% | +2.1% | +8.3% |
| 3Y | +243.5% | +58.0% | +185.5% | +173.1% |
| 5Y | +296.2% | +73.7% | +222.5% | +201.1% |
| All | +267.7% | +385.6% | -117.9% | +85.7% |
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