-53.0%
SWKS vs IAG
+764.1%
-817.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.7% |
| 7D | +12.5% | -0.5% | +13.0% | +12.5% |
| 30D | +10.5% | +28.9% | -18.4% | +7.5% |
| 3M | -7.4% | +19.1% | -26.5% | -9.3% |
| 6M | +32.7% | -10.3% | +42.9% | +32.7% |
| YTD | +19.2% | +24.2% | -5.0% | +14.6% |
| 1Y | +2.4% | +116.5% | -114.1% | -7.4% |
| 3Y | -25.6% | +742.8% | -768.4% | -43.8% |
| All | -53.0% | +764.1% | -817.2% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling