+88.2%
IEMG vs SWK
+18.2%
+70.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +2.2% | -0.4% | +2.7% | +2.3% |
| 30D | +4.6% | -5.7% | +10.3% | +6.0% |
| 3M | +0.4% | +24.1% | -23.7% | -4.8% |
| 6M | +16.4% | +24.7% | -8.4% | +9.8% |
| YTD | +25.4% | +33.9% | -8.5% | +16.4% |
| 1Y | +38.3% | +34.7% | +3.6% | +27.8% |
| All | +88.2% | +18.2% | +70.0% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling