+51.6%
SW vs IAG
+571.9%
-520.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.2% | -6.1% | +2.9% |
| 7D | +12.1% | +1.1% | +11.0% | +11.8% |
| 30D | +6.6% | -5.3% | +11.8% | +7.0% |
| 3M | -6.0% | +18.0% | -24.1% | -8.4% |
| 6M | +21.5% | +7.1% | +14.4% | +19.6% |
| YTD | +20.3% | +5.9% | +14.4% | +18.1% |
| 1Y | +28.1% | +59.4% | -31.2% | +21.3% |
| All | +51.6% | +571.9% | -520.4% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling