+35.3%
SWKS vs IAG
+336.8%
-301.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.5% | +0.4% |
| 7D | -3.1% | +16.8% | -20.0% | -4.6% |
| 30D | +8.3% | -1.5% | +9.8% | +8.2% |
| 3M | +20.2% | +0.5% | +19.7% | +19.7% |
| 6M | +24.9% | -1.0% | +25.9% | +24.2% |
| YTD | +33.2% | +12.3% | +20.8% | +29.6% |
| 1Y | +23.6% | +39.2% | -15.7% | +17.8% |
| 3Y | +1.3% | +712.3% | -711.0% | -20.0% |
| 5Y | -40.6% | +484.2% | -524.8% | -53.5% |
| 10Y | +35.3% | +382.3% | -347.0% | +5.7% |
| All | +35.3% | +336.8% | -301.5% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling