-53.0%
SWKS vs IEF
-8.0%
-45.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +12.5% | -0.3% | +12.8% | +12.6% |
| 30D | +10.5% | -0.8% | +11.3% | +10.7% |
| 3M | -7.4% | -1.0% | -6.4% | -7.2% |
| 6M | +32.7% | -2.8% | +35.4% | +33.2% |
| YTD | +19.2% | -1.5% | +20.7% | +19.4% |
| 1Y | +2.4% | -0.4% | +2.8% | +2.5% |
| 3Y | -25.6% | +9.7% | -35.3% | -27.3% |
| All | -53.0% | -8.0% | -45.0% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling