-51.2%
SWKS vs IJH
+48.9%
-100.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.7% |
| 7D | +11.8% | +1.0% | +10.8% | +10.4% |
| 30D | +6.7% | -3.1% | +9.9% | +11.2% |
| 3M | 0.0% | +1.9% | -1.9% | -1.9% |
| 6M | +38.7% | +11.0% | +27.7% | +21.8% |
| YTD | +21.4% | +14.7% | +6.6% | +1.9% |
| 1Y | +2.9% | +15.6% | -12.7% | -14.3% |
| 3Y | -16.4% | +52.5% | -68.9% | -50.4% |
| 5Y | -51.2% | +49.1% | -100.2% | -69.9% |
| All | -51.2% | +48.9% | -100.0% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling