+35.3%
SWKS vs IYR
+86.1%
-50.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | -3.1% | +2.1% | -5.3% | -5.0% |
| 30D | +8.3% | +7.2% | +1.2% | +1.8% |
| 3M | +20.2% | +0.4% | +19.9% | +19.2% |
| 6M | +24.9% | +1.4% | +23.5% | +22.1% |
| YTD | +33.2% | +11.3% | +21.8% | +19.8% |
| 1Y | +23.6% | +10.5% | +13.1% | +11.9% |
| 3Y | +1.3% | +41.7% | -40.4% | -26.0% |
| 5Y | -40.6% | +7.1% | -47.7% | -45.0% |
| 10Y | +35.3% | +89.1% | -53.8% | -18.5% |
| All | +35.3% | +86.1% | -50.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling