+185.4%
SW vs IAG
+334.2%
-148.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | +4.5% | +0.1% | +4.4% |
| 30D | +5.0% | -5.7% | +10.7% | +5.2% |
| 3M | -7.3% | +10.1% | -17.5% | -7.9% |
| 6M | +15.0% | +7.3% | +7.7% | +14.3% |
| YTD | +18.5% | +6.1% | +12.4% | +17.7% |
| 1Y | +27.1% | +46.8% | -19.7% | +24.8% |
| 3Y | +49.3% | +573.1% | -523.8% | +38.5% |
| 5Y | -1.6% | +477.6% | -479.2% | -10.5% |
| All | +185.4% | +334.2% | -148.9% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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