+34.3%
IEMG vs SWKS
+4.5%
+29.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | +1.6% | +6.8% | -5.2% | +0.3% |
| 30D | +4.6% | +11.3% | -6.6% | +2.4% |
| 3M | +4.8% | +4.1% | +0.8% | +3.5% |
| 6M | +16.8% | +39.7% | -22.8% | +9.4% |
| YTD | +24.8% | +23.2% | +1.6% | +19.3% |
| 1Y | +34.3% | +5.3% | +29.0% | +31.4% |
| All | +34.3% | +4.5% | +29.8% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling