+167.5%
IJR vs SWK
+32.9%
+134.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.1% | +1.7% |
| 7D | +0.2% | +10.7% | -10.5% | -4.5% |
| 30D | +3.0% | +33.3% | -30.3% | -9.6% |
| 3M | -4.5% | +14.7% | -19.2% | -10.6% |
| 6M | +3.1% | +48.5% | -45.4% | -14.6% |
| YTD | +18.9% | +63.9% | -45.0% | -6.8% |
| 1Y | +21.7% | +80.4% | -58.7% | -8.8% |
| 3Y | +64.0% | +58.1% | +5.9% | +24.6% |
| 5Y | +27.6% | -24.5% | +52.1% | +32.1% |
| 10Y | +167.5% | +29.5% | +138.0% | +101.2% |
| All | +167.5% | +32.9% | +134.6% | +101.2% |
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