+71.4%
SWK vs IRE
-97.7%
+169.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -15.8% | +14.4% | -1.1% |
| 7D | +11.3% | -41.9% | +53.2% | +12.0% |
| 30D | +31.5% | -75.1% | +106.5% | +34.8% |
| 3M | +14.4% | -82.4% | +96.8% | +18.0% |
| 6M | +46.4% | -95.5% | +142.0% | +54.5% |
| YTD | +61.6% | -93.1% | +154.6% | +62.9% |
| 1Y | +78.7% | -97.8% | +176.5% | +87.4% |
| All | +71.4% | -97.7% | +169.1% | +77.3% |
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