-24.6%
SWK vs IRM
+173.7%
-198.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.1% | +8.5% | +3.0% |
| 7D | +11.3% | -10.9% | +22.1% | +17.5% |
| 30D | +28.1% | -9.4% | +37.5% | +33.9% |
| 3M | +12.6% | -16.4% | +29.0% | +22.2% |
| 6M | +51.7% | -18.7% | +70.4% | +66.3% |
| YTD | +60.0% | +30.1% | +29.9% | +34.9% |
| 1Y | +72.7% | +8.5% | +64.1% | +60.1% |
| 3Y | +46.3% | +88.0% | -41.7% | -7.0% |
| 5Y | -24.6% | +167.6% | -192.2% | -60.8% |
| All | -24.6% | +173.7% | -198.3% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling