+11.1%
SWKS vs IRE
-97.2%
+108.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +39.6% | -38.4% | +0.1% |
| 7D | -6.2% | -27.2% | +21.0% | -5.8% |
| 30D | -1.5% | -75.1% | +73.6% | +1.2% |
| 3M | +23.0% | -77.9% | +100.8% | +26.0% |
| 6M | +27.6% | -94.6% | +122.2% | +31.7% |
| YTD | +32.3% | -91.5% | +123.9% | +31.6% |
| 1Y | +20.1% | -97.8% | +118.0% | +23.3% |
| All | +11.1% | -97.2% | +108.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling