+607.1%
SWK vs IAG
+308.0%
+299.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +11.3% | +4.5% | +6.7% | +10.9% |
| 30D | +28.1% | -5.7% | +33.8% | +28.6% |
| 3M | +12.6% | +10.1% | +2.5% | +11.5% |
| 6M | +51.7% | +7.3% | +44.4% | +50.2% |
| YTD | +60.0% | +6.1% | +53.8% | +57.6% |
| 1Y | +72.7% | +46.8% | +25.9% | +65.9% |
| 3Y | +46.3% | +573.1% | -526.8% | +21.7% |
| 5Y | -24.6% | +477.6% | -502.2% | -38.5% |
| 10Y | +32.2% | +315.7% | -283.4% | +4.0% |
| All | +607.1% | +308.0% | +299.1% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling