+173.6%
SWKS vs IJH
+1,062.0%
-888.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +4.8% |
| 7D | +5.7% | +0.2% | +5.5% | +5.2% |
| 30D | +17.3% | +2.1% | +15.2% | +13.5% |
| 3M | +28.3% | -3.6% | +31.9% | +34.4% |
| 6M | +26.1% | +1.8% | +24.2% | +23.3% |
| YTD | +41.1% | +14.1% | +27.0% | +16.5% |
| 1Y | +31.4% | +15.9% | +15.6% | +6.2% |
| 3Y | +7.3% | +59.7% | -52.4% | -44.1% |
| 5Y | -37.7% | +39.1% | -76.8% | -60.2% |
| 10Y | +46.0% | +177.3% | -131.3% | -67.7% |
| All | +173.6% | +1,062.0% | -888.5% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling