+2,974.7%
SWKS vs IRM
+9,056.8%
-6,082.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.1% | +9.0% | +2.1% |
| 7D | -9.2% | -10.9% | +1.7% | -5.4% |
| 30D | -1.9% | -9.4% | +7.5% | +1.5% |
| 3M | +21.2% | -16.4% | +37.6% | +28.9% |
| 6M | +12.9% | -18.7% | +31.6% | +21.4% |
| YTD | +30.7% | +30.1% | +0.6% | +17.0% |
| 1Y | +14.1% | +8.5% | +5.6% | +9.1% |
| 3Y | -1.7% | +88.0% | -89.7% | -25.2% |
| 5Y | -43.0% | +167.6% | -210.6% | -62.4% |
| 10Y | +34.3% | +458.9% | -424.6% | -35.5% |
| All | +2,974.7% | +9,056.8% | -6,082.1% | +655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling