+128.9%
IEF vs SWK
+507.7%
-378.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.1% | +11.0% | -10.9% | +0.5% |
| 30D | +3.1% | +30.1% | -27.0% | +4.2% |
| 3M | -0.8% | +14.7% | -15.5% | -0.3% |
| 6M | -2.0% | +44.5% | -46.5% | -0.5% |
| YTD | -1.9% | +59.4% | -61.3% | +0.1% |
| 1Y | -1.8% | +77.5% | -79.3% | +0.7% |
| 3Y | +12.0% | +49.5% | -37.4% | +14.8% |
| 5Y | -7.8% | -24.9% | +17.1% | -8.9% |
| 10Y | +4.8% | +31.8% | -27.0% | +9.9% |
| All | +128.9% | +507.7% | -378.8% | +172.8% |
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