+24.7%
SWK vs IAG
+410.5%
-385.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -2.3% | +3.4% | -5.7% | -2.5% |
| 30D | +30.4% | -2.7% | +33.1% | +30.5% |
| 3M | +12.1% | -0.5% | +12.6% | +12.0% |
| 6M | +49.1% | -4.8% | +53.9% | +48.8% |
| YTD | +60.4% | +9.6% | +50.9% | +58.5% |
| 1Y | +78.3% | +32.2% | +46.1% | +74.5% |
| 3Y | +53.3% | +692.5% | -639.2% | +34.6% |
| 5Y | -27.0% | +447.6% | -474.5% | -36.7% |
| All | +24.7% | +410.5% | -385.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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