+743.1%
SW vs IAG
+221.4%
+521.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.2% | -6.1% | +3.7% |
| 7D | +12.1% | +1.1% | +11.0% | +12.0% |
| 30D | +6.6% | -5.3% | +11.8% | +6.7% |
| 3M | -6.0% | +18.0% | -24.1% | -6.7% |
| 6M | +21.5% | +7.1% | +14.4% | +21.0% |
| YTD | +20.3% | +5.9% | +14.4% | +19.7% |
| 1Y | +28.1% | +59.4% | -31.2% | +26.1% |
| 3Y | +51.6% | +571.9% | -520.3% | +42.9% |
| 5Y | -0.1% | +513.0% | -513.1% | -6.7% |
| 10Y | +189.7% | +315.0% | -125.2% | +168.8% |
| All | +743.1% | +221.4% | +521.7% | +697.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling