+3,575.4%
SWKS vs IEF
+125.8%
+3,449.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +1.6% |
| 7D | +10.9% | -1.9% | +12.8% | +8.0% |
| 30D | +17.6% | +1.1% | +16.5% | +19.4% |
| 3M | +29.2% | -1.9% | +31.1% | +25.8% |
| 6M | +37.0% | -2.4% | +39.3% | +32.1% |
| YTD | +44.9% | -3.0% | +48.0% | +38.6% |
| 1Y | +33.8% | -3.1% | +37.0% | +27.6% |
| 3Y | +10.2% | +10.7% | -0.5% | +27.4% |
| 5Y | -37.0% | -8.0% | -29.0% | -49.0% |
| 10Y | +50.0% | +6.9% | +43.1% | +68.5% |
| All | +3,575.4% | +125.8% | +3,449.6% | +33,992.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling