+707.3%
IYR vs SWK
+788.1%
-80.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.6% |
| 7D | +2.8% | +11.3% | -8.5% | -2.0% |
| 30D | +7.3% | +28.1% | -20.8% | -3.6% |
| 3M | -2.0% | +12.6% | -14.6% | -7.4% |
| 6M | +1.5% | +51.7% | -50.2% | -16.1% |
| YTD | +10.5% | +60.0% | -49.4% | -11.9% |
| 1Y | +10.5% | +72.7% | -62.1% | -15.1% |
| 3Y | +37.4% | +46.3% | -8.9% | +6.9% |
| 5Y | +5.9% | -24.6% | +30.5% | +5.6% |
| 10Y | +85.0% | +32.2% | +52.7% | +25.1% |
| All | +707.3% | +788.1% | -80.8% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling