+114.8%
IAU vs SWK
-25.5%
+140.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | +2.8% | +11.3% | -8.5% | +2.2% |
| 30D | -4.0% | +31.5% | -35.4% | -5.3% |
| 3M | -8.2% | +14.4% | -22.6% | -8.9% |
| 6M | -14.8% | +46.4% | -61.2% | -16.3% |
| YTD | -6.7% | +61.6% | -68.3% | -8.7% |
| 1Y | -2.2% | +78.7% | -81.0% | -4.5% |
| 3Y | +106.7% | +54.4% | +52.3% | +102.5% |
| 5Y | +114.8% | -25.3% | +140.1% | +102.5% |
| All | +114.8% | -25.5% | +140.3% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling