+150.3%
IJR vs SWK
+18.1%
+132.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.2% | -1.4% | +3.5% | +2.8% |
| 30D | +3.8% | +25.5% | -21.6% | -6.5% |
| 3M | -5.7% | +11.8% | -17.5% | -10.8% |
| 6M | +4.6% | +48.7% | -44.1% | -13.4% |
| YTD | +18.0% | +57.2% | -39.2% | -5.9% |
| 1Y | +21.8% | +75.3% | -53.5% | -7.7% |
| 3Y | +61.1% | +51.9% | +9.1% | +24.4% |
| 5Y | +27.3% | -30.7% | +58.1% | +37.4% |
| All | +150.3% | +18.1% | +132.2% | +88.4% |
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