+182.3%
SW vs IFF
-10.8%
+193.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.6% | -5.7% | +3.2% | -1.0% |
| 30D | +7.2% | -2.7% | +9.9% | +7.8% |
| 3M | -10.5% | -2.3% | -8.2% | -10.0% |
| 6M | +9.9% | +6.0% | +3.9% | +8.1% |
| YTD | +17.2% | +24.6% | -7.4% | +10.9% |
| 1Y | +26.5% | +29.4% | -2.9% | +18.6% |
| 3Y | +47.7% | +23.1% | +24.5% | +39.8% |
| 5Y | +0.2% | -37.2% | +37.4% | +3.6% |
| 10Y | +182.3% | -10.8% | +193.1% | +162.5% |
| All | +182.3% | -10.8% | +193.1% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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