+35.3%
SWKS vs IEF
+6.9%
+28.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.6% |
| 7D | -3.1% | -0.2% | -3.0% | -3.2% |
| 30D | +8.3% | +1.8% | +6.5% | +9.4% |
| 3M | +20.2% | -1.2% | +21.4% | +19.4% |
| 6M | +24.9% | -2.5% | +27.4% | +22.9% |
| YTD | +33.2% | -2.5% | +35.6% | +31.1% |
| 1Y | +23.6% | -2.3% | +25.9% | +21.8% |
| 3Y | +1.3% | +11.3% | -10.0% | +9.0% |
| 5Y | -40.6% | -7.6% | -33.0% | -53.5% |
| 10Y | +35.3% | +7.3% | +28.0% | +51.2% |
| All | +35.3% | +6.9% | +28.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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