+1,075.9%
IJH vs SWK
+601.0%
+474.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +0.1% | -0.4% | +0.6% | +0.3% |
| 30D | -1.5% | -5.7% | +4.2% | +1.1% |
| 3M | +0.8% | +24.1% | -23.3% | -9.4% |
| 6M | +7.6% | +24.7% | -17.1% | -4.2% |
| YTD | +15.5% | +33.9% | -18.5% | -1.0% |
| 1Y | +16.9% | +34.7% | -17.8% | -0.8% |
| 3Y | +48.1% | +15.3% | +32.8% | +28.3% |
| 5Y | +47.8% | -39.3% | +87.1% | +66.2% |
| 10Y | +178.6% | +2.5% | +176.1% | +125.0% |
| All | +1,075.9% | +601.0% | +474.8% | +256.5% |
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 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