+34.7%
IEMG vs SWKS
-37.3%
+72.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.7% | +9.4% | -6.7% | +0.7% |
| 30D | -5.7% | +17.0% | -22.7% | -8.9% |
| 3M | -8.8% | +28.9% | -37.7% | -14.6% |
| 6M | -8.9% | +33.1% | -42.0% | -15.9% |
| YTD | +11.2% | +44.8% | -33.6% | -0.3% |
| 1Y | +12.2% | +36.2% | -24.0% | +2.0% |
| 3Y | +68.5% | +11.5% | +57.0% | +52.1% |
| All | +34.7% | -37.3% | +72.0% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling