+3,255.4%
SWKS vs IEF
+129.2%
+3,126.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.0% |
| 7D | -6.2% | +0.1% | -6.3% | -6.0% |
| 30D | -1.5% | +3.1% | -4.6% | +2.7% |
| 3M | +23.0% | -0.5% | +23.4% | +22.1% |
| 6M | +27.6% | -1.6% | +29.2% | +24.3% |
| YTD | +32.3% | -1.6% | +33.9% | +29.0% |
| 1Y | +20.1% | -1.5% | +21.6% | +17.3% |
| 3Y | +0.6% | +12.4% | -11.8% | +18.8% |
| 5Y | -42.3% | -7.5% | -34.8% | -53.2% |
| 10Y | +35.9% | +5.2% | +30.8% | +46.7% |
| All | +3,255.4% | +129.2% | +3,126.2% | +31,641.7% |
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