+83.6%
IYR vs SWK
+18.1%
+65.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.6% | -1.4% | +2.0% | +1.0% |
| 30D | +6.6% | +25.5% | -18.9% | -1.0% |
| 3M | -1.8% | +11.8% | -13.6% | -5.6% |
| 6M | +1.4% | +48.7% | -47.3% | -11.4% |
| YTD | +10.5% | +57.2% | -46.7% | -6.1% |
| 1Y | +10.6% | +75.3% | -64.6% | -9.6% |
| 3Y | +41.8% | +51.9% | -10.1% | +16.5% |
| 5Y | +6.0% | -30.7% | +36.8% | +11.1% |
| All | +83.6% | +18.1% | +65.5% | +45.7% |
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