-2.3%
SW vs IFF
-34.0%
+31.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | +1.8% | -10.8% | +12.6% | +6.2% |
| 30D | +7.0% | -0.1% | +7.2% | +6.8% |
| 3M | -7.6% | -1.2% | -6.4% | -7.4% |
| 6M | +8.5% | +5.2% | +3.3% | +6.1% |
| YTD | +17.7% | +27.3% | -9.6% | +7.3% |
| 1Y | +27.1% | +39.2% | -12.1% | +12.4% |
| 3Y | +48.2% | +26.1% | +22.1% | +34.7% |
| 5Y | -2.3% | -37.0% | +34.7% | +5.8% |
| All | -2.3% | -34.0% | +31.6% | +5.8% |
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