+42.3%
SWKS vs IFF
-21.7%
+64.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.2% |
| 7D | +6.8% | -3.0% | +9.8% | +8.3% |
| 30D | +11.3% | -0.9% | +12.2% | +11.6% |
| 3M | +4.1% | +11.8% | -7.8% | -1.8% |
| 6M | +39.7% | +16.5% | +23.1% | +25.6% |
| YTD | +23.2% | +26.5% | -3.3% | +5.8% |
| 1Y | +5.3% | +32.7% | -27.4% | -12.1% |
| 3Y | -15.1% | +32.0% | -47.1% | -30.3% |
| 5Y | -50.3% | -36.1% | -14.2% | -42.5% |
| 10Y | +42.3% | -20.1% | +62.4% | +31.8% |
| All | +42.3% | -21.7% | +64.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling