+11.5%
SWKS vs IEF
+10.9%
+0.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +9.4% | -2.0% | +11.4% | +9.8% |
| 30D | +17.0% | +0.7% | +16.3% | +16.7% |
| 3M | +28.9% | -2.5% | +31.4% | +29.4% |
| 6M | +33.1% | -2.6% | +35.7% | +33.6% |
| YTD | +44.8% | -3.2% | +48.0% | +45.3% |
| 1Y | +36.2% | -3.0% | +39.3% | +36.7% |
| 3Y | +11.5% | +10.5% | +1.0% | +6.6% |
| All | +11.5% | +10.9% | +0.6% | +6.6% |
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