+42.3%
SWKS vs IJR
+165.8%
-123.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.7% |
| 7D | +6.8% | -1.1% | +7.9% | +8.0% |
| 30D | +11.3% | -3.6% | +14.9% | +15.6% |
| 3M | +4.1% | +2.3% | +1.7% | +1.9% |
| 6M | +39.7% | +14.3% | +25.3% | +22.0% |
| YTD | +23.2% | +19.3% | +3.9% | +3.0% |
| 1Y | +5.3% | +22.6% | -17.3% | -14.4% |
| 3Y | -15.1% | +53.5% | -68.7% | -44.8% |
| 5Y | -50.3% | +39.9% | -90.3% | -64.0% |
| 10Y | +42.3% | +172.1% | -129.7% | -43.3% |
| All | +42.3% | +165.8% | -123.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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