+11.6%
SWKS vs IJH
+58.4%
-46.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +4.3% |
| 7D | +10.9% | +3.0% | +7.8% | +6.4% |
| 30D | +17.6% | +0.8% | +16.8% | +15.9% |
| 3M | +29.2% | -5.1% | +34.3% | +38.2% |
| 6M | +37.0% | +1.3% | +35.7% | +35.2% |
| YTD | +44.9% | +12.8% | +32.2% | +22.6% |
| 1Y | +33.8% | +14.1% | +19.7% | +11.3% |
| All | +11.6% | +58.4% | -46.8% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling