+71.0%
IOT vs SWK
-26.3%
+97.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.2% | +1.7% |
| 7D | +0.8% | +10.7% | -9.9% | -4.1% |
| 30D | +1.6% | +33.3% | -31.7% | -11.6% |
| 3M | +3.3% | +14.7% | -11.4% | -3.7% |
| 6M | +42.0% | +48.5% | -6.5% | +15.4% |
| YTD | +19.1% | +63.9% | -44.8% | -10.3% |
| 1Y | +8.8% | +80.4% | -71.7% | -22.4% |
| 3Y | +79.2% | +58.1% | +21.1% | +27.1% |
| All | +71.0% | -26.3% | +97.3% | +91.7% |
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