+180.1%
IJH vs SWK
+32.9%
+147.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.3% | +2.0% |
| 7D | +0.6% | +10.7% | -10.0% | -3.9% |
| 30D | +1.3% | +33.3% | -32.0% | -10.7% |
| 3M | -4.1% | +14.7% | -18.7% | -10.1% |
| 6M | +1.1% | +48.5% | -47.4% | -15.6% |
| YTD | +13.6% | +63.9% | -50.3% | -10.1% |
| 1Y | +16.0% | +80.4% | -64.4% | -12.1% |
| 3Y | +60.9% | +58.1% | +2.8% | +22.6% |
| 5Y | +37.9% | -24.5% | +62.4% | +42.8% |
| 10Y | +180.1% | +29.5% | +150.7% | +114.8% |
| All | +180.1% | +32.9% | +147.3% | +114.8% |
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