+19.2%
IWM vs SWKS
-44.4%
+63.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.0% |
| 7D | -4.6% | -9.2% | +4.6% | -1.8% |
| 30D | -3.7% | -1.9% | -1.8% | -3.3% |
| 3M | -9.4% | +21.2% | -30.6% | -16.2% |
| 6M | -3.6% | +12.9% | -16.5% | -10.3% |
| YTD | +10.8% | +30.7% | -19.9% | -3.2% |
| 1Y | +11.9% | +14.1% | -2.3% | +2.6% |
| 3Y | +60.6% | -1.7% | +62.3% | +45.2% |
| 5Y | +19.2% | -43.0% | +62.2% | +33.3% |
| All | +19.2% | -44.4% | +63.6% | +33.3% |
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 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