+23.6%
SWKS vs IEF
-2.3%
+25.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.5% |
| 7D | -3.1% | -0.2% | -3.0% | -3.1% |
| 30D | +8.3% | +1.8% | +6.5% | +6.4% |
| 3M | +20.2% | -1.2% | +21.4% | +21.5% |
| 6M | +24.9% | -2.5% | +27.4% | +26.6% |
| YTD | +33.2% | -2.5% | +35.6% | +34.3% |
| 1Y | +23.6% | -2.3% | +25.9% | +24.2% |
| All | +23.6% | -2.3% | +25.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling