+24.0%
SWKS vs IAG
+38.2%
-14.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.5% | +0.4% |
| 7D | -3.1% | +16.8% | -20.0% | -4.4% |
| 30D | +8.3% | -1.5% | +9.8% | +8.4% |
| 3M | +20.2% | +0.5% | +19.7% | +19.9% |
| 6M | +24.9% | -1.0% | +25.9% | +22.4% |
| YTD | +33.2% | +12.3% | +20.8% | +27.9% |
| All | +24.0% | +38.2% | -14.2% | +12.7% |
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 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