+7.1%
IYR vs SWK
-25.5%
+32.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +2.1% | +11.3% | -9.2% | -0.8% |
| 30D | +7.2% | +31.5% | -24.3% | -0.4% |
| 3M | +0.4% | +14.4% | -14.1% | -3.4% |
| 6M | +1.4% | +46.4% | -45.0% | -9.0% |
| YTD | +11.3% | +61.6% | -50.2% | -3.5% |
| 1Y | +10.5% | +78.7% | -68.3% | -7.1% |
| 3Y | +41.7% | +54.4% | -12.7% | +19.9% |
| 5Y | +7.1% | -25.3% | +32.4% | +6.6% |
| All | +7.1% | -25.5% | +32.6% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling