+755.0%
SW vs IFF
+214.6%
+540.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | -1.8% | -3.3% | -4.7% |
| 30D | -4.6% | -2.0% | -2.6% | -4.2% |
| 3M | +9.4% | +18.5% | -9.2% | +6.0% |
| 6M | +3.5% | +11.7% | -8.2% | +1.2% |
| YTD | +22.0% | +29.6% | -7.5% | +16.5% |
| 1Y | +2.2% | +35.0% | -32.8% | -3.1% |
| 3Y | +19.6% | +32.3% | -12.7% | +13.8% |
| 5Y | -2.3% | -34.6% | +32.2% | -0.4% |
| 10Y | +181.4% | -20.6% | +202.0% | +175.9% |
| All | +755.0% | +214.6% | +540.4% | +713.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling