+167.0%
IJR vs SWK
-0.2%
+167.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.9% |
| 7D | +0.9% | -0.7% | +1.7% | +1.2% |
| 30D | -3.1% | -9.7% | +6.6% | +1.2% |
| 3M | +4.4% | +19.5% | -15.1% | -4.3% |
| 6M | +16.1% | +26.0% | -9.9% | +3.2% |
| YTD | +20.6% | +29.1% | -8.5% | +5.5% |
| 1Y | +22.9% | +23.7% | -0.8% | +9.0% |
| 3Y | +55.2% | +15.3% | +39.9% | +36.1% |
| 5Y | +41.1% | -40.6% | +81.7% | +63.0% |
| 10Y | +167.0% | -0.1% | +167.1% | +119.6% |
| All | +167.0% | -0.2% | +167.2% | +119.6% |
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