+0.6%
SWKS vs IRM
+90.1%
-89.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -6.2% | -8.6% | +2.5% | -2.9% |
| 30D | -1.5% | -8.0% | +6.5% | +1.5% |
| 3M | +23.0% | -12.0% | +34.9% | +28.8% |
| 6M | +27.6% | -18.2% | +45.8% | +37.9% |
| YTD | +32.3% | +31.4% | +1.0% | +17.3% |
| 1Y | +20.1% | +9.2% | +11.0% | +15.1% |
| 3Y | +0.6% | +94.6% | -93.9% | -40.1% |
| All | +0.6% | +90.1% | -89.4% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling