+297.8%
SAN vs IBN
+70.2%
+227.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.5% | +5.2% |
| 7D | +8.7% | +14.6% | -5.9% | +0.2% |
| 30D | -6.5% | +23.5% | -30.0% | -17.7% |
| 3M | -14.2% | +14.0% | -28.2% | -20.9% |
| 6M | +2.7% | +31.1% | -28.4% | -12.8% |
| YTD | +8.9% | +16.6% | -7.7% | -1.0% |
| 1Y | +23.4% | +14.9% | +8.5% | +13.0% |
| 3Y | +257.9% | +56.9% | +201.1% | +157.8% |
| 5Y | +297.8% | +69.7% | +228.1% | +150.8% |
| All | +297.8% | +70.2% | +227.5% | +150.8% |
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 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