+29.5%
SWK vs IRM
+480.4%
-451.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.2% | +0.7% |
| 7D | +10.7% | -3.8% | +14.4% | +12.5% |
| 30D | +33.3% | -3.2% | +36.5% | +34.9% |
| 3M | +14.7% | -7.8% | +22.5% | +18.5% |
| 6M | +48.5% | -12.7% | +61.2% | +57.2% |
| YTD | +63.9% | +36.7% | +27.2% | +35.4% |
| 1Y | +80.4% | +10.0% | +70.4% | +66.7% |
| 3Y | +58.1% | +107.2% | -49.1% | 0.0% |
| 5Y | -24.5% | +181.6% | -206.0% | -60.0% |
| 10Y | +29.5% | +481.1% | -451.7% | -53.0% |
| All | +29.5% | +480.4% | -451.0% | -53.0% |
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