-1.6%
SW vs IFF
-30.7%
+29.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +4.7% | -4.9% | +9.6% | +6.5% |
| 30D | +5.0% | +2.9% | +2.1% | +3.6% |
| 3M | -7.3% | -1.5% | -5.9% | -6.9% |
| 6M | +15.0% | +23.3% | -8.3% | +5.8% |
| YTD | +18.5% | +30.2% | -11.7% | +7.3% |
| 1Y | +27.1% | +37.9% | -10.8% | +12.8% |
| 3Y | +49.3% | +26.9% | +22.4% | +35.3% |
| 5Y | -1.6% | -31.3% | +29.7% | +3.0% |
| All | -1.6% | -30.7% | +29.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling