+70.0%
IEMG vs SWKS
+3.5%
+66.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -0.1% | -2.7% | +2.6% | +0.3% |
| 30D | -8.8% | +8.5% | -17.2% | -10.1% |
| 3M | -7.2% | +17.3% | -24.4% | -10.4% |
| 6M | -9.8% | +25.1% | -34.9% | -14.3% |
| YTD | +11.4% | +33.3% | -22.0% | +3.9% |
| 1Y | +13.2% | +22.9% | -9.7% | +7.1% |
| 3Y | +70.0% | +5.5% | +64.5% | +50.3% |
| All | +70.0% | +3.5% | +66.5% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling