+18.4%
IWM vs SWK
+74.4%
-56.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | +2.3% | +25.5% | -23.2% | -4.7% |
| 3M | -8.3% | +11.8% | -20.1% | -11.5% |
| 6M | -1.3% | +48.7% | -50.0% | -13.5% |
| YTD | +13.5% | +57.2% | -43.7% | -4.1% |
| 1Y | +18.4% | +75.3% | -56.9% | -4.2% |
| All | +18.4% | +74.4% | -56.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling