+183.1%
IJH vs SWK
-0.7%
+183.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.1% |
| 7D | -0.7% | -4.6% | +3.8% | +1.2% |
| 30D | -3.8% | -9.9% | +6.1% | +0.4% |
| 3M | 0.0% | +15.4% | -15.4% | -6.6% |
| 6M | +8.8% | +25.0% | -16.2% | -2.4% |
| YTD | +13.5% | +27.2% | -13.7% | +0.5% |
| 1Y | +15.4% | +24.6% | -9.2% | +2.5% |
| 3Y | +50.9% | +13.7% | +37.3% | +33.0% |
| 5Y | +47.8% | -41.5% | +89.3% | +71.2% |
| 10Y | +183.1% | +0.7% | +182.4% | +134.6% |
| All | +183.1% | -0.7% | +183.7% | +134.6% |
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