-29.9%
SWK vs IFF
-39.2%
+9.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.3% |
| 7D | -1.4% | -1.8% | +0.4% | -0.4% |
| 30D | +25.5% | -9.4% | +34.9% | +31.7% |
| 3M | +11.8% | -3.0% | +14.8% | +12.8% |
| 6M | +48.7% | +5.8% | +42.9% | +42.3% |
| YTD | +57.2% | +22.4% | +34.8% | +36.6% |
| 1Y | +75.3% | +23.0% | +52.2% | +51.7% |
| 3Y | +51.9% | +21.8% | +30.2% | +32.1% |
| All | -29.9% | -39.2% | +9.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling