+17.9%
SWKS vs IFF
+32.7%
-14.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.1% | +9.8% |
| 7D | +17.5% | -2.8% | +20.3% | +17.7% |
| 30D | +23.0% | -1.1% | +24.1% | +23.0% |
| 3M | +19.5% | +13.8% | +5.7% | +18.6% |
| 6M | +54.3% | +16.7% | +37.6% | +53.4% |
| YTD | +35.3% | +26.1% | +9.2% | +28.5% |
| 1Y | +17.9% | +33.5% | -15.6% | +7.0% |
| All | +17.9% | +32.7% | -14.9% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling