+167.5%
IWM vs SWKS
+25.6%
+142.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -1.0% |
| 7D | +0.1% | +12.5% | -12.4% | -4.1% |
| 30D | -1.3% | +10.5% | -11.7% | -4.9% |
| 3M | +1.6% | -7.4% | +9.0% | +3.4% |
| 6M | +13.6% | +32.7% | -19.1% | -0.5% |
| YTD | +20.8% | +19.2% | +1.6% | +9.4% |
| 1Y | +26.4% | +2.4% | +24.0% | +20.6% |
| 3Y | +60.7% | -25.6% | +86.3% | +64.2% |
| 5Y | +38.2% | -53.4% | +91.6% | +64.8% |
| All | +167.5% | +25.6% | +142.0% | +107.9% |
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