+167.0%
IJR vs SWK
+0.7%
+166.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -3.1% | -8.9% | +5.8% | +0.9% |
| 3M | +4.4% | +20.5% | -16.1% | -4.6% |
| 6M | +16.1% | +27.1% | -11.0% | +2.9% |
| YTD | +20.6% | +30.2% | -9.6% | +5.2% |
| 1Y | +22.9% | +24.8% | -1.9% | +8.6% |
| 3Y | +55.2% | +16.3% | +38.9% | +35.6% |
| 5Y | +41.1% | -40.1% | +81.2% | +62.4% |
| 10Y | +167.0% | +0.8% | +166.2% | +118.8% |
| All | +167.0% | +0.7% | +166.3% | +118.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling