+736.1%
SWK vs IRM
+9,964.6%
-9,228.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | -0.4% | -0.5% | 0.0% | -0.3% |
| 30D | -5.7% | -8.1% | +2.4% | -3.1% |
| 3M | +24.1% | -9.7% | +33.7% | +28.1% |
| 6M | +24.7% | +10.0% | +14.7% | +19.8% |
| YTD | +33.9% | +43.0% | -9.1% | +17.1% |
| 1Y | +34.7% | +32.7% | +2.0% | +20.3% |
| 3Y | +15.3% | +102.7% | -87.4% | -11.8% |
| 5Y | -39.3% | +187.6% | -226.9% | -58.9% |
| 10Y | +2.5% | +420.1% | -417.6% | -44.1% |
| All | +736.1% | +9,964.6% | -9,228.5% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling