+49.5%
SWK vs IAG
+621.5%
-572.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -1.1% |
| 7D | +11.0% | +21.4% | -10.4% | +9.0% |
| 30D | +30.1% | +4.0% | +26.0% | +29.2% |
| 3M | +14.7% | +17.0% | -2.4% | +12.6% |
| 6M | +44.5% | +1.4% | +43.1% | +43.0% |
| YTD | +59.4% | +13.8% | +45.6% | +56.2% |
| 1Y | +77.5% | +55.8% | +21.7% | +70.9% |
| 3Y | +49.5% | +647.4% | -598.0% | +20.2% |
| All | +49.5% | +621.5% | -572.1% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling