+36.2%
SWKS vs IFF
+27.0%
+9.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +9.4% | -1.8% | +11.2% | +9.5% |
| 30D | +17.0% | -9.4% | +26.4% | +17.5% |
| 3M | +28.9% | -3.0% | +31.9% | +29.0% |
| 6M | +33.1% | +5.8% | +27.3% | +32.7% |
| YTD | +44.8% | +22.4% | +22.4% | +37.5% |
| 1Y | +36.2% | +23.0% | +13.2% | +29.6% |
| All | +36.2% | +27.0% | +9.2% | +29.6% |
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