+32.4%
SWKS vs IRM
+480.4%
-448.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.0% |
| 7D | -2.7% | -3.8% | +1.0% | -1.5% |
| 30D | +8.5% | -3.2% | +11.7% | +9.5% |
| 3M | +17.3% | -7.8% | +25.1% | +20.6% |
| 6M | +25.1% | -12.7% | +37.8% | +31.7% |
| YTD | +33.3% | +36.7% | -3.4% | +15.1% |
| 1Y | +22.9% | +10.0% | +12.9% | +16.2% |
| 3Y | +5.5% | +107.2% | -101.7% | -26.9% |
| 5Y | -41.9% | +181.6% | -223.5% | -65.2% |
| 10Y | +32.4% | +481.1% | -448.7% | -45.0% |
| All | +32.4% | +480.4% | -448.0% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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