+23.6%
SWKS vs IFF
+36.7%
-13.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.1% |
| 7D | -3.1% | -9.8% | +6.6% | -2.7% |
| 30D | +8.3% | -1.6% | +10.0% | +8.4% |
| 3M | +20.2% | -1.8% | +22.0% | +20.2% |
| 6M | +24.9% | +3.6% | +21.3% | +24.1% |
| YTD | +33.2% | +25.4% | +7.8% | +28.3% |
| 1Y | +23.6% | +35.4% | -11.9% | +16.8% |
| All | +23.6% | +36.7% | -13.2% | +16.8% |
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 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