-29.9%
SWK vs IAG
+421.7%
-451.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | -1.4% | -7.7% | +6.3% | -0.7% |
| 30D | +25.5% | +1.6% | +23.9% | +25.1% |
| 3M | +11.8% | -2.4% | +14.2% | +11.8% |
| 6M | +48.7% | -7.8% | +56.5% | +48.7% |
| YTD | +57.2% | +5.0% | +52.2% | +55.2% |
| 1Y | +75.3% | +25.7% | +49.6% | +71.1% |
| 3Y | +51.9% | +694.5% | -642.6% | +27.1% |
| All | -29.9% | +421.7% | -451.6% | -42.8% |
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