+77.5%
SWK vs IAG
+55.8%
+21.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -1.6% |
| 7D | +11.0% | +21.4% | -10.4% | +7.4% |
| 30D | +30.1% | +4.0% | +26.0% | +28.4% |
| 3M | +14.7% | +17.0% | -2.4% | +10.8% |
| 6M | +44.5% | +1.4% | +43.1% | +41.5% |
| YTD | +59.4% | +13.8% | +45.6% | +55.1% |
| 1Y | +77.5% | +55.8% | +21.7% | +61.7% |
| All | +77.5% | +55.8% | +21.7% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling