+80.9%
IYR vs SWK
+29.6%
+51.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +2.0% | +11.0% | -9.1% | -1.5% |
| 30D | +8.2% | +30.1% | -21.8% | -0.5% |
| 3M | -1.7% | +14.7% | -16.4% | -6.2% |
| 6M | -0.4% | +44.5% | -44.9% | -12.2% |
| YTD | +9.9% | +59.4% | -49.5% | -7.0% |
| 1Y | +10.4% | +77.5% | -67.1% | -9.9% |
| 3Y | +38.4% | +49.5% | -11.0% | +14.6% |
| 5Y | +5.2% | -24.9% | +30.1% | +6.9% |
| All | +80.9% | +29.6% | +51.3% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling