+733.6%
IWM vs SWKS
+165.2%
+568.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.1% |
| 7D | -4.6% | -9.2% | +4.6% | -2.6% |
| 30D | -3.7% | -1.9% | -1.8% | -3.4% |
| 3M | -9.4% | +21.2% | -30.6% | -13.9% |
| 6M | -3.6% | +12.9% | -16.5% | -7.9% |
| YTD | +10.8% | +30.7% | -19.9% | +1.9% |
| 1Y | +11.9% | +14.1% | -2.3% | +5.9% |
| 3Y | +60.6% | -1.7% | +62.3% | +52.8% |
| 5Y | +19.2% | -43.0% | +62.2% | +26.0% |
| 10Y | +165.3% | +34.3% | +131.0% | +129.9% |
| All | +733.6% | +165.2% | +568.4% | +312.8% |
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