+64.6%
IWF vs SWK
+46.0%
+18.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.0% | +11.0% | -16.0% | -7.2% |
| 30D | -13.2% | +30.1% | -43.3% | -18.2% |
| 3M | -9.4% | +14.7% | -24.1% | -12.3% |
| 6M | -8.6% | +44.5% | -53.1% | -16.2% |
| YTD | -5.3% | +59.4% | -64.7% | -15.8% |
| 1Y | -5.0% | +77.5% | -82.5% | -17.8% |
| 3Y | +64.6% | +49.5% | +15.2% | +41.0% |
| All | +64.6% | +46.0% | +18.7% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling