+16.1%
IWM vs SWKS
+20.8%
-4.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +0.3% | -3.1% | +3.4% | +0.7% |
| 30D | +0.6% | +8.3% | -7.7% | -0.4% |
| 3M | -6.2% | +20.2% | -26.5% | -9.5% |
| 6M | -0.8% | +24.9% | -25.7% | -5.2% |
| YTD | +14.8% | +33.2% | -18.4% | +6.4% |
| 1Y | +16.1% | +23.6% | -7.4% | +11.3% |
| All | +16.1% | +20.8% | -4.7% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling