+700.6%
IYR vs SWK
+643.7%
+56.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -2.9% | -5.7% | +2.9% | -0.6% |
| 3M | +0.8% | +24.1% | -23.2% | -8.8% |
| 6M | +1.9% | +24.7% | -22.9% | -8.9% |
| YTD | +9.6% | +33.9% | -24.3% | -5.4% |
| 1Y | +8.1% | +34.7% | -26.6% | -7.8% |
| 3Y | +29.2% | +15.3% | +13.9% | +11.5% |
| 5Y | +4.3% | -39.3% | +43.6% | +14.4% |
| 10Y | +64.7% | +2.5% | +62.2% | +25.4% |
| All | +700.6% | +643.7% | +56.9% | +156.1% |
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