-41.2%
SWKS vs IRM
+182.6%
-223.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.1% | -5.1% | +1.9% | -1.2% |
| 30D | +8.3% | -3.3% | +11.6% | +9.4% |
| 3M | +20.2% | -8.2% | +28.4% | +24.0% |
| 6M | +24.9% | -12.8% | +37.7% | +32.0% |
| YTD | +33.2% | +36.6% | -3.5% | +13.9% |
| 1Y | +23.6% | +11.9% | +11.7% | +15.8% |
| 3Y | +1.3% | +105.1% | -103.9% | -34.7% |
| All | -41.2% | +182.6% | -223.8% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling