-0.1%
SWK vs IFF
-21.4%
+21.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | -0.7% | -0.2% | -0.6% | -0.6% |
| 30D | -9.7% | -0.3% | -9.4% | -9.6% |
| 3M | +19.5% | +18.6% | +0.9% | +7.8% |
| 6M | +26.0% | +17.4% | +8.6% | +12.9% |
| YTD | +29.1% | +28.5% | +0.6% | +9.5% |
| 1Y | +23.7% | +32.5% | -8.8% | +2.8% |
| 3Y | +15.3% | +34.1% | -18.8% | -5.5% |
| 5Y | -40.6% | -35.2% | -5.5% | -29.0% |
| 10Y | -0.1% | -21.1% | +21.0% | -0.1% |
| All | -0.1% | -21.4% | +21.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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