+161.3%
IWM vs SWKS
+37.5%
+123.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.0% |
| 7D | +1.2% | -2.7% | +4.0% | +2.2% |
| 30D | +1.3% | +8.5% | -7.2% | -1.6% |
| 3M | -6.1% | +17.3% | -23.4% | -12.7% |
| 6M | -0.1% | +25.1% | -25.2% | -10.8% |
| YTD | +15.5% | +33.3% | -17.8% | -0.9% |
| 1Y | +18.1% | +22.9% | -4.8% | +4.4% |
| 3Y | +74.6% | +5.5% | +69.1% | +53.5% |
| 5Y | +24.6% | -41.9% | +66.5% | +35.1% |
| 10Y | +161.3% | +32.4% | +128.9% | +102.1% |
| All | +161.3% | +37.5% | +123.8% | +102.1% |
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