-1.6%
SW vs IAG
+514.0%
-515.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | +4.5% | +0.1% | +4.2% |
| 30D | +5.0% | -5.7% | +10.7% | +5.4% |
| 3M | -7.3% | +10.1% | -17.5% | -8.5% |
| 6M | +15.0% | +7.3% | +7.7% | +13.6% |
| YTD | +18.5% | +6.1% | +12.4% | +16.8% |
| 1Y | +27.1% | +46.8% | -19.7% | +22.4% |
| 3Y | +49.3% | +573.1% | -523.8% | +26.4% |
| 5Y | -1.6% | +477.6% | -479.2% | -27.1% |
| All | -1.6% | +514.0% | -515.7% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling