+216.7%
IAU vs SWK
+32.9%
+183.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.7% |
| 7D | +4.9% | +10.7% | -5.8% | +4.6% |
| 30D | -1.4% | +33.3% | -34.7% | -2.2% |
| 3M | -4.8% | +14.7% | -19.4% | -5.2% |
| 6M | -12.5% | +48.5% | -61.0% | -13.4% |
| YTD | -4.2% | +63.9% | -68.1% | -5.4% |
| 1Y | +3.1% | +80.4% | -77.3% | +1.6% |
| 3Y | +110.0% | +58.1% | +51.9% | +107.2% |
| 5Y | +123.1% | -24.5% | +147.5% | +119.7% |
| 10Y | +216.7% | +29.5% | +187.2% | +209.6% |
| All | +216.7% | +32.9% | +183.8% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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