+36.2%
SWKS vs IAG
+19.6%
+16.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +9.4% | -7.7% | +17.1% | +10.0% |
| 30D | +17.0% | +1.6% | +15.4% | +16.6% |
| 3M | +28.9% | -2.4% | +31.4% | +28.8% |
| 6M | +33.1% | -7.8% | +41.0% | +30.9% |
| YTD | +44.8% | +5.0% | +39.8% | +40.1% |
| 1Y | +36.2% | +25.7% | +10.5% | +25.2% |
| All | +36.2% | +19.6% | +16.6% | +25.2% |
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