+20.0%
IWM vs SWK
-25.5%
+45.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.0% | +11.0% | -13.1% | -6.1% |
| 30D | -1.5% | +30.1% | -31.5% | -11.2% |
| 3M | -8.0% | +14.7% | -22.7% | -13.1% |
| 6M | -4.1% | +44.5% | -48.6% | -17.7% |
| YTD | +11.9% | +59.4% | -47.4% | -8.4% |
| 1Y | +15.0% | +77.5% | -62.5% | -10.0% |
| 3Y | +64.2% | +49.5% | +14.7% | +32.1% |
| All | +20.0% | -25.5% | +45.5% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling