-7.4%
IEF vs SWK
-25.5%
+18.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.1% | +11.0% | -10.9% | -0.2% |
| 30D | +3.1% | +30.1% | -27.0% | +2.3% |
| 3M | -0.8% | +14.7% | -15.5% | -1.3% |
| 6M | -2.0% | +44.5% | -46.5% | -3.1% |
| YTD | -1.9% | +59.4% | -61.3% | -3.3% |
| 1Y | -1.8% | +77.5% | -79.3% | -3.5% |
| 3Y | +12.0% | +49.5% | -37.4% | +10.3% |
| All | -7.4% | -25.5% | +18.0% | -10.4% |
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