+125.6%
IEMG vs SWKS
+31.8%
+93.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -0.7% | -3.1% | +2.5% | +0.2% |
| 30D | -9.4% | +8.3% | -17.7% | -11.4% |
| 3M | -7.3% | +20.2% | -27.5% | -13.0% |
| 6M | -10.4% | +24.9% | -35.3% | -17.6% |
| YTD | +10.6% | +33.2% | -22.5% | -1.3% |
| 1Y | +10.5% | +23.6% | -13.1% | +0.6% |
| 3Y | +67.7% | +1.3% | +66.5% | +52.8% |
| 5Y | +36.2% | -40.6% | +76.8% | +43.6% |
| 10Y | +125.6% | +35.3% | +90.3% | +74.3% |
| All | +125.6% | +31.8% | +93.8% | +74.3% |
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