+1,071.2%
SWKS vs IAG
+308.0%
+763.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -9.2% | +4.5% | -13.7% | -9.7% |
| 30D | -1.9% | -5.7% | +3.8% | -1.6% |
| 3M | +21.2% | +10.1% | +11.1% | +19.6% |
| 6M | +12.9% | +7.3% | +5.6% | +11.2% |
| YTD | +30.7% | +6.1% | +24.6% | +27.6% |
| 1Y | +14.1% | +46.8% | -32.7% | +7.6% |
| 3Y | -1.7% | +573.1% | -574.8% | -23.0% |
| 5Y | -43.0% | +477.6% | -520.6% | -56.2% |
| 10Y | +34.3% | +315.7% | -281.4% | -0.8% |
| All | +1,071.2% | +308.0% | +763.2% | +693.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling