0.0%
SWKS vs IRE
-84.4%
+84.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +3.1% |
| 7D | +12.5% | +54.8% | -42.3% | +11.1% |
| 30D | +10.5% | +18.4% | -7.9% | +9.6% |
| 3M | -7.4% | -66.7% | +59.3% | -7.5% |
| 6M | +32.7% | -52.3% | +85.0% | +30.7% |
| YTD | +19.2% | -52.3% | +71.5% | +14.7% |
| All | 0.0% | -84.4% | +84.5% | -2.4% |
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