+144.8%
IEMG vs SWKS
+34.8%
+110.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.0% |
| 7D | +1.6% | +6.8% | -5.2% | -0.3% |
| 30D | +4.6% | +11.3% | -6.6% | +1.4% |
| 3M | +4.8% | +4.1% | +0.8% | +3.1% |
| 6M | +16.8% | +39.7% | -22.8% | +4.2% |
| YTD | +24.8% | +23.2% | +1.6% | +14.9% |
| 1Y | +34.3% | +5.3% | +29.0% | +28.8% |
| 3Y | +87.0% | -15.1% | +102.1% | +81.6% |
| 5Y | +49.9% | -50.3% | +100.3% | +68.8% |
| 10Y | +144.8% | +42.3% | +102.4% | +83.2% |
| All | +144.8% | +34.8% | +110.0% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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