+24.0%
SWKS vs IRM
+11.1%
+12.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.1% | -5.1% | +1.9% | -1.5% |
| 30D | +8.3% | -3.3% | +11.6% | +9.2% |
| 3M | +20.2% | -8.2% | +28.4% | +23.5% |
| 6M | +24.9% | -12.8% | +37.7% | +31.1% |
| YTD | +33.2% | +36.6% | -3.5% | +26.0% |
| All | +24.0% | +11.1% | +12.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling