-36.7%
SWK vs IAG
+764.1%
-800.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -5.7% | +28.9% | -34.6% | -7.6% |
| 3M | +24.1% | +19.1% | +4.9% | +22.0% |
| 6M | +24.7% | -10.3% | +35.0% | +24.4% |
| YTD | +33.9% | +24.2% | +9.7% | +30.8% |
| 1Y | +34.7% | +116.5% | -81.8% | +27.0% |
| 3Y | +15.3% | +742.8% | -727.5% | -3.6% |
| All | -36.7% | +764.1% | -800.8% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling