+51.0%
SWKS vs IJR
+151.4%
-100.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +4.0% |
| 7D | +10.9% | +2.3% | +8.6% | +8.2% |
| 30D | +17.6% | +2.2% | +15.4% | +14.6% |
| 3M | +29.2% | -5.3% | +34.5% | +36.4% |
| 6M | +37.0% | +4.3% | +32.7% | +31.3% |
| YTD | +44.9% | +18.0% | +26.9% | +22.0% |
| 1Y | +33.8% | +19.2% | +14.6% | +11.4% |
| 3Y | +10.2% | +61.1% | -50.9% | -32.1% |
| 5Y | -37.0% | +27.3% | -64.3% | -50.1% |
| All | +51.0% | +151.4% | -100.4% | -40.5% |
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