+1,021.3%
IJH vs SWK
+734.2%
+287.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.7% | +11.0% | -12.7% | -6.7% |
| 30D | -0.9% | +30.1% | -30.9% | -12.6% |
| 3M | -5.8% | +14.7% | -20.4% | -12.2% |
| 6M | -2.8% | +44.5% | -47.3% | -19.1% |
| YTD | +10.1% | +59.4% | -49.3% | -13.4% |
| 1Y | +13.8% | +77.5% | -63.7% | -15.1% |
| 3Y | +53.2% | +49.5% | +3.7% | +17.3% |
| 5Y | +33.6% | -24.9% | +58.5% | +35.5% |
| 10Y | +183.0% | +31.8% | +151.2% | +102.0% |
| All | +1,021.3% | +734.2% | +287.1% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling