+1,096.0%
IJR vs SWK
+734.2%
+361.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.9% | +11.0% | -12.9% | -7.1% |
| 30D | +0.4% | +30.1% | -29.6% | -11.9% |
| 3M | -6.6% | +14.7% | -21.2% | -13.1% |
| 6M | -0.3% | +44.5% | -44.8% | -17.6% |
| YTD | +15.5% | +59.4% | -43.9% | -10.1% |
| 1Y | +19.2% | +77.5% | -58.3% | -12.1% |
| 3Y | +54.6% | +49.5% | +5.1% | +17.9% |
| 5Y | +23.8% | -24.9% | +48.7% | +26.2% |
| 10Y | +175.0% | +31.8% | +143.3% | +95.4% |
| All | +1,096.0% | +734.2% | +361.8% | +230.7% |
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