+69.7%
SWK vs IRE
-98.0%
+167.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -33.9% | +31.4% | -1.9% |
| 7D | +11.3% | -57.1% | +68.4% | +12.7% |
| 30D | +28.1% | -84.4% | +112.5% | +33.1% |
| 3M | +12.6% | -85.0% | +97.5% | +16.5% |
| 6M | +51.7% | -95.2% | +147.0% | +59.7% |
| YTD | +60.0% | -93.9% | +153.9% | +61.8% |
| 1Y | +72.7% | -98.8% | +171.5% | +86.8% |
| All | +69.7% | -98.0% | +167.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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