-43.6%
SWKS vs IAG
+515.1%
-558.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.2% | -6.0% | +0.5% |
| 7D | -6.2% | +21.4% | -27.6% | -8.1% |
| 30D | -1.5% | +4.0% | -5.5% | -2.1% |
| 3M | +23.0% | +17.0% | +5.9% | +20.5% |
| 6M | +27.6% | +1.4% | +26.2% | +26.4% |
| YTD | +32.3% | +13.8% | +18.5% | +28.0% |
| 1Y | +20.1% | +55.8% | -35.7% | +12.1% |
| 3Y | +0.6% | +647.4% | -646.8% | -23.9% |
| All | -43.6% | +515.1% | -558.7% | -57.8% |
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