+138.4%
IEMG vs SWK
+0.7%
+137.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.6% | -8.9% | +13.6% | +7.6% |
| 3M | +5.5% | +20.5% | -15.0% | -0.6% |
| 6M | +19.7% | +27.1% | -7.4% | +10.7% |
| YTD | +25.5% | +30.2% | -4.7% | +14.8% |
| 1Y | +35.5% | +24.8% | +10.8% | +25.0% |
| 3Y | +88.0% | +16.3% | +71.7% | +70.1% |
| 5Y | +50.6% | -40.1% | +90.7% | +65.8% |
| 10Y | +138.4% | +0.8% | +137.6% | +104.7% |
| All | +138.4% | +0.7% | +137.7% | +104.7% |
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 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