+161.6%
IWM vs SWKS
+33.1%
+128.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -2.0% | -6.2% | +4.1% | +0.1% |
| 30D | -1.5% | -1.5% | 0.0% | -1.1% |
| 3M | -8.0% | +23.0% | -31.0% | -16.0% |
| 6M | -4.1% | +27.6% | -31.7% | -15.1% |
| YTD | +11.9% | +32.3% | -20.4% | -3.8% |
| 1Y | +15.0% | +20.1% | -5.1% | +2.5% |
| 3Y | +64.2% | +0.6% | +63.6% | +47.0% |
| 5Y | +20.4% | -42.3% | +62.7% | +30.8% |
| All | +161.6% | +33.1% | +128.5% | +102.8% |
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