+210.3%
IAU vs SWK
+17.8%
+192.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.5% | -2.7% |
| 7D | -5.5% | -2.0% | -3.5% | -5.4% |
| 30D | -7.0% | +24.6% | -31.6% | -7.6% |
| 3M | -12.3% | +10.8% | -23.1% | -12.6% |
| 6M | -17.9% | +46.1% | -64.0% | -18.8% |
| YTD | -10.3% | +56.8% | -67.2% | -11.4% |
| 1Y | -7.9% | +72.7% | -80.6% | -9.1% |
| 3Y | +98.7% | +49.9% | +48.8% | +96.3% |
| 5Y | +105.0% | -30.9% | +135.9% | +102.3% |
| All | +210.3% | +17.8% | +192.4% | +198.7% |
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