+22.2%
SWK vs IRM
+520.0%
-497.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -1.4% | +6.8% | -8.2% | -4.7% |
| 30D | +25.5% | +2.6% | +22.8% | +23.2% |
| 3M | +11.8% | -9.5% | +21.3% | +16.6% |
| 6M | +48.7% | -8.5% | +57.2% | +53.6% |
| YTD | +57.2% | +40.3% | +16.9% | +27.9% |
| 1Y | +75.3% | +28.7% | +46.6% | +49.1% |
| 3Y | +51.9% | +111.8% | -59.9% | -5.4% |
| 5Y | -30.7% | +189.1% | -219.8% | -64.1% |
| All | +22.2% | +520.0% | -497.8% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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