+702.4%
IYR vs SWK
+784.9%
-82.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +2.0% | +11.0% | -9.1% | -2.7% |
| 30D | +8.2% | +30.1% | -21.8% | -3.4% |
| 3M | -1.7% | +14.7% | -16.4% | -7.8% |
| 6M | -0.4% | +44.5% | -44.9% | -16.0% |
| YTD | +9.9% | +59.4% | -49.5% | -12.3% |
| 1Y | +10.4% | +77.5% | -67.1% | -16.1% |
| 3Y | +38.4% | +49.5% | -11.0% | +6.6% |
| 5Y | +5.2% | -24.9% | +30.1% | +5.1% |
| 10Y | +83.8% | +31.8% | +52.1% | +24.5% |
| All | +702.4% | +784.9% | -82.5% | +137.5% |
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