+7.3%
IEF vs SWK
+18.1%
-10.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | +0.7% | +25.5% | -24.7% | +0.9% |
| 3M | -2.5% | +11.8% | -14.3% | -2.4% |
| 6M | -2.6% | +48.7% | -51.3% | -2.2% |
| YTD | -3.2% | +57.2% | -60.4% | -2.7% |
| 1Y | -3.0% | +75.3% | -78.3% | -2.4% |
| 3Y | +10.5% | +51.9% | -41.4% | +11.3% |
| 5Y | -8.2% | -30.7% | +22.6% | -10.4% |
| All | +7.3% | +18.1% | -10.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling