+387.3%
SAN vs IBN
+56.7%
+330.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +1.0% |
| 7D | +3.3% | -2.2% | +5.5% | +4.6% |
| 30D | +1.1% | -2.3% | +3.4% | +2.4% |
| 3M | +22.2% | +15.9% | +6.3% | +12.3% |
| 6M | +36.0% | +5.6% | +30.4% | +31.7% |
| YTD | +28.2% | -0.1% | +28.3% | +28.1% |
| 1Y | +54.1% | -6.5% | +60.7% | +58.8% |
| 3Y | +354.2% | +29.3% | +324.9% | +275.0% |
| 5Y | +387.3% | +56.6% | +330.7% | +243.3% |
| All | +387.3% | +56.7% | +330.6% | +243.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling