+86.0%
IYR vs SWK
+32.9%
+53.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.7% |
| 7D | +2.3% | +10.7% | -8.4% | -1.1% |
| 30D | +7.4% | +33.3% | -26.0% | -2.1% |
| 3M | -0.7% | +14.7% | -15.4% | -5.2% |
| 6M | +1.6% | +48.5% | -46.9% | -11.2% |
| YTD | +11.6% | +63.9% | -52.3% | -6.4% |
| 1Y | +10.5% | +80.4% | -69.9% | -10.4% |
| 3Y | +43.4% | +58.1% | -14.7% | +16.5% |
| 5Y | +6.8% | -24.5% | +31.3% | +8.5% |
| 10Y | +86.0% | +29.5% | +56.5% | +52.8% |
| All | +86.0% | +32.9% | +53.1% | +52.8% |
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