+23.8%
SWKS vs IAG
+52.4%
-28.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.3% |
| 7D | -2.7% | +24.0% | -26.7% | -4.4% |
| 30D | +8.5% | +5.5% | +3.0% | +8.0% |
| 3M | +17.3% | +8.3% | +9.0% | +16.3% |
| 6M | +25.1% | +6.1% | +19.0% | +22.0% |
| YTD | +33.3% | +20.3% | +13.0% | +27.5% |
| All | +23.8% | +52.4% | -28.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling