+129.8%
IEF vs SWK
+410.7%
-280.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.3% | -0.4% | +0.2% | -0.3% |
| 30D | -0.8% | -5.7% | +4.9% | -1.0% |
| 3M | -1.0% | +24.1% | -25.0% | -0.1% |
| 6M | -2.8% | +24.7% | -27.5% | -1.8% |
| YTD | -1.5% | +33.9% | -35.4% | -0.2% |
| 1Y | -0.4% | +34.7% | -35.1% | +1.0% |
| 3Y | +9.7% | +15.3% | -5.6% | +11.1% |
| 5Y | -8.3% | -39.3% | +31.0% | -10.2% |
| 10Y | +4.6% | +2.5% | +2.1% | +8.3% |
| All | +129.8% | +410.7% | -280.9% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling