-53.0%
SWKS vs IRM
+189.3%
-242.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.8% |
| 7D | +12.5% | -0.5% | +13.0% | +12.6% |
| 30D | +10.5% | -8.1% | +18.6% | +14.5% |
| 3M | -7.4% | -9.7% | +2.3% | -3.2% |
| 6M | +32.7% | +10.0% | +22.7% | +27.1% |
| YTD | +19.2% | +43.0% | -23.8% | +0.6% |
| 1Y | +2.4% | +32.7% | -30.3% | -11.3% |
| 3Y | -25.6% | +102.7% | -128.3% | -51.0% |
| All | -53.0% | +189.3% | -242.4% | -75.0% |
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 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