+20.0%
IWM vs SWKS
-42.6%
+62.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -8.0% | +23.0% | -31.0% | -15.3% |
| 6M | -4.1% | +27.6% | -31.7% | -14.2% |
| YTD | +11.9% | +32.3% | -20.4% | -2.6% |
| 1Y | +15.0% | +20.1% | -5.1% | +3.6% |
| 3Y | +64.2% | +0.6% | +63.6% | +47.1% |
| All | +20.0% | -42.6% | +62.6% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling