+56.5%
IOT vs SWK
-42.8%
+99.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -2.7% |
| 7D | +5.1% | -4.6% | +9.6% | +7.4% |
| 30D | -3.0% | -9.9% | +6.9% | +1.8% |
| 3M | +15.0% | +15.4% | -0.5% | +6.1% |
| 6M | +13.1% | +25.0% | -11.8% | -1.6% |
| YTD | +9.0% | +27.2% | -18.2% | -7.0% |
| 1Y | +0.1% | +24.6% | -24.5% | -13.9% |
| 3Y | +26.4% | +13.7% | +12.8% | +7.2% |
| All | +56.5% | -42.8% | +99.3% | +98.8% |
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 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