+808.3%
IWM vs SWKS
+141.7%
+666.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.5% |
| 7D | +0.1% | +12.5% | -12.4% | -2.5% |
| 30D | -1.3% | +10.5% | -11.7% | -3.5% |
| 3M | +1.6% | -7.4% | +9.0% | +2.7% |
| 6M | +13.6% | +32.7% | -19.1% | +5.4% |
| YTD | +20.8% | +19.2% | +1.6% | +14.2% |
| 1Y | +26.4% | +2.4% | +24.0% | +23.3% |
| 3Y | +60.7% | -25.6% | +86.3% | +63.6% |
| 5Y | +38.2% | -53.4% | +91.6% | +53.5% |
| 10Y | +169.5% | +23.2% | +146.3% | +139.7% |
| All | +808.3% | +141.7% | +666.5% | +362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling