+151.9%
IWM vs SWKS
+43.2%
+108.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.1% | -1.2% |
| 7D | -0.3% | +5.7% | -6.0% | -2.2% |
| 30D | +1.9% | +17.3% | -15.5% | -3.7% |
| 3M | -5.7% | +28.3% | -34.0% | -15.1% |
| 6M | -0.3% | +26.1% | -26.3% | -11.2% |
| YTD | +15.8% | +41.1% | -25.3% | -2.7% |
| 1Y | +17.1% | +31.4% | -14.3% | +1.0% |
| 3Y | +73.1% | +7.3% | +65.8% | +51.5% |
| 5Y | +25.9% | -37.7% | +63.6% | +33.1% |
| 10Y | +151.9% | +46.0% | +105.9% | +87.7% |
| All | +151.9% | +43.2% | +108.7% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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