+5.3%
SWKS vs IJR
+21.8%
-16.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.9% |
| 7D | +6.8% | -1.1% | +7.9% | +8.3% |
| 30D | +11.3% | -3.6% | +14.9% | +16.5% |
| 3M | +4.1% | +2.3% | +1.7% | +1.8% |
| 6M | +39.7% | +14.3% | +25.3% | +21.8% |
| YTD | +23.2% | +19.3% | +3.9% | +1.7% |
| 1Y | +5.3% | +22.6% | -17.3% | -16.5% |
| All | +5.3% | +21.8% | -16.5% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling