+392.8%
IWF vs SWK
+17.8%
+375.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.4% |
| 7D | +5.3% | -2.0% | +7.2% | +5.9% |
| 30D | -8.6% | +24.6% | -33.2% | -15.3% |
| 3M | -6.5% | +10.8% | -17.3% | -10.1% |
| 6M | -5.6% | +46.1% | -51.7% | -17.6% |
| YTD | -1.5% | +56.8% | -58.4% | -17.0% |
| 1Y | -2.8% | +72.7% | -75.6% | -20.9% |
| 3Y | +67.1% | +49.9% | +17.3% | +35.8% |
| 5Y | +57.6% | -30.9% | +88.5% | +65.2% |
| All | +392.8% | +17.8% | +375.0% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling