+428.6%
SAN vs IBN
+1,532.9%
-1,104.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +1.8% | +1.4% | +0.4% | +1.3% |
| 30D | +2.0% | -0.3% | +2.3% | +2.1% |
| 3M | +19.7% | +17.1% | +2.6% | +13.5% |
| 6M | +30.6% | +3.4% | +27.2% | +29.3% |
| YTD | +28.8% | +2.5% | +26.3% | +28.0% |
| 1Y | +57.8% | -4.2% | +61.9% | +59.9% |
| 3Y | +338.1% | +32.4% | +305.7% | +294.6% |
| 5Y | +384.2% | +59.2% | +325.0% | +310.0% |
| 10Y | +353.1% | +345.7% | +7.5% | +160.5% |
| All | +428.6% | +1,532.9% | -1,104.3% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling