+37.8%
SWKS vs IRM
+505.0%
-467.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.1% | -5.1% | +1.9% | -1.3% |
| 30D | +8.3% | -3.3% | +11.6% | +9.4% |
| 3M | +20.2% | -8.2% | +28.4% | +23.8% |
| 6M | +24.9% | -12.8% | +37.7% | +31.6% |
| YTD | +33.2% | +36.6% | -3.5% | +15.0% |
| 1Y | +23.6% | +11.9% | +11.7% | +16.0% |
| 3Y | +1.3% | +105.1% | -103.9% | -29.6% |
| 5Y | -40.6% | +182.4% | -223.0% | -64.4% |
| All | +37.8% | +505.0% | -467.1% | -43.8% |
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