+492.1%
SWK vs IAG
+377.5%
+114.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | +24.1% | +19.1% | +4.9% | +22.0% |
| 6M | +24.7% | -10.3% | +35.0% | +25.0% |
| YTD | +33.9% | +24.2% | +9.7% | +30.5% |
| 1Y | +34.7% | +116.5% | -81.8% | +25.4% |
| 3Y | +15.3% | +742.8% | -727.5% | -5.8% |
| 5Y | -39.3% | +753.3% | -792.6% | -52.0% |
| 10Y | +2.5% | +403.2% | -400.7% | -21.0% |
| All | +492.1% | +377.5% | +114.6% | +277.0% |
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