+361.5%
SAN vs IBN
+34.1%
+327.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.1% |
| 30D | +2.0% | -0.3% | +2.3% | +2.1% |
| 3M | +19.7% | +17.1% | +2.6% | +11.5% |
| 6M | +30.6% | +3.4% | +27.2% | +27.7% |
| YTD | +28.8% | +2.5% | +26.3% | +26.6% |
| 1Y | +57.8% | -4.2% | +61.9% | +58.0% |
| All | +361.5% | +34.1% | +327.5% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling