+42.3%
SWKS vs IJH
+176.8%
-134.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.8% |
| 7D | +6.8% | -0.7% | +7.5% | +7.7% |
| 30D | +11.3% | -3.8% | +15.1% | +16.6% |
| 3M | +4.1% | 0.0% | +4.0% | +4.5% |
| 6M | +39.7% | +8.8% | +30.9% | +26.8% |
| YTD | +23.2% | +13.5% | +9.7% | +6.2% |
| 1Y | +5.3% | +15.4% | -10.1% | -10.9% |
| 3Y | -15.1% | +50.9% | -66.0% | -46.5% |
| 5Y | -50.3% | +47.8% | -98.1% | -67.4% |
| 10Y | +42.3% | +183.1% | -140.7% | -52.8% |
| All | +42.3% | +176.8% | -134.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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