+156.5%
SWKS vs IJR
+1,090.9%
-934.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -6.2% | -1.9% | -4.3% | -4.1% |
| 30D | -1.5% | +0.4% | -1.9% | -2.3% |
| 3M | +23.0% | -6.6% | +29.5% | +33.7% |
| 6M | +27.6% | -0.3% | +27.9% | +28.3% |
| YTD | +32.3% | +15.5% | +16.8% | +10.0% |
| 1Y | +20.1% | +19.2% | +0.9% | -4.3% |
| 3Y | +0.6% | +54.6% | -53.9% | -42.4% |
| 5Y | -42.3% | +23.8% | -66.1% | -55.7% |
| 10Y | +35.9% | +175.0% | -139.1% | -67.6% |
| All | +156.5% | +1,090.9% | -934.4% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling