+88.2%
IEMG vs SWKS
-20.0%
+108.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +1.0% |
| 7D | +2.2% | +12.5% | -10.3% | -0.1% |
| 30D | +4.6% | +10.5% | -5.9% | +2.5% |
| 3M | +0.4% | -7.4% | +7.8% | +1.4% |
| 6M | +16.4% | +32.7% | -16.3% | +9.4% |
| YTD | +25.4% | +19.2% | +6.3% | +20.0% |
| 1Y | +38.3% | +2.4% | +35.9% | +35.6% |
| All | +88.2% | -20.0% | +108.2% | +80.0% |
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