-8.0%
IEF vs SWK
-28.9%
+20.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.9% | -2.0% | 0.0% | -1.9% |
| 30D | +1.1% | +24.6% | -23.5% | +0.4% |
| 3M | -1.9% | +10.8% | -12.7% | -2.3% |
| 6M | -2.4% | +46.1% | -48.4% | -3.5% |
| YTD | -3.0% | +56.8% | -59.9% | -4.4% |
| 1Y | -3.1% | +72.7% | -75.9% | -4.7% |
| 3Y | +10.7% | +49.9% | -39.2% | +9.0% |
| 5Y | -8.0% | -30.9% | +22.9% | -11.7% |
| All | -8.0% | -28.9% | +20.9% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling