+0.6%
SWKS vs IEF
+11.8%
-11.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -1.5% | +3.1% | -4.6% | -2.1% |
| 3M | +23.0% | -0.8% | +23.8% | +23.1% |
| 6M | +27.6% | -2.0% | +29.6% | +27.8% |
| YTD | +32.3% | -1.9% | +34.2% | +32.5% |
| 1Y | +20.1% | -1.8% | +21.9% | +20.3% |
| 3Y | +0.6% | +12.0% | -11.4% | -5.9% |
| All | +0.6% | +11.8% | -11.2% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling