+47.9%
SW vs IFF
+22.4%
+25.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +1.3% |
| 7D | +2.3% | -11.2% | +13.5% | +8.5% |
| 30D | +6.8% | -1.8% | +8.6% | +7.3% |
| 3M | -5.2% | -1.8% | -3.4% | -4.6% |
| 6M | +7.4% | +0.6% | +6.8% | +6.1% |
| YTD | +17.4% | +24.6% | -7.2% | +4.1% |
| 1Y | +27.1% | +34.4% | -7.3% | +8.6% |
| 3Y | +47.9% | +22.1% | +25.8% | +31.6% |
| All | +47.9% | +22.4% | +25.5% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling