+145.4%
IEMG vs SWKS
+309.5%
-164.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +0.7% |
| 7D | +2.2% | +12.5% | -10.3% | -0.9% |
| 30D | +4.6% | +10.5% | -5.9% | +1.7% |
| 3M | +0.4% | -7.4% | +7.8% | +1.9% |
| 6M | +16.4% | +32.7% | -16.3% | +6.3% |
| YTD | +25.4% | +19.2% | +6.3% | +17.4% |
| 1Y | +38.3% | +2.4% | +35.9% | +34.1% |
| 3Y | +84.1% | -25.6% | +109.7% | +86.2% |
| 5Y | +49.0% | -53.4% | +102.4% | +67.3% |
| 10Y | +141.8% | +23.2% | +118.7% | +99.1% |
| All | +145.4% | +309.5% | -164.0% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling