+28.7%
SWK vs IRM
+456.9%
-428.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.9% |
| 7D | +11.0% | -8.6% | +19.6% | +15.9% |
| 30D | +30.1% | -8.0% | +38.0% | +35.0% |
| 3M | +14.7% | -12.0% | +26.6% | +21.3% |
| 6M | +44.5% | -18.2% | +62.7% | +58.1% |
| YTD | +59.4% | +31.4% | +28.0% | +34.4% |
| 1Y | +77.5% | +9.2% | +68.4% | +64.6% |
| 3Y | +49.5% | +94.6% | -45.1% | -2.2% |
| 5Y | -24.9% | +170.2% | -195.1% | -59.3% |
| All | +28.7% | +456.9% | -428.2% | -52.0% |
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