+63.3%
SWKS vs IYR
+700.6%
-637.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +12.5% | -1.2% | +13.8% | +13.4% |
| 30D | +10.5% | -2.9% | +13.3% | +12.6% |
| 3M | -7.4% | +0.8% | -8.2% | -8.4% |
| 6M | +32.7% | +1.9% | +30.8% | +30.2% |
| YTD | +19.2% | +9.6% | +9.5% | +11.3% |
| 1Y | +2.4% | +8.1% | -5.7% | -3.5% |
| 3Y | -25.6% | +29.2% | -54.8% | -37.7% |
| 5Y | -53.4% | +4.3% | -57.7% | -54.7% |
| 10Y | +23.2% | +64.7% | -41.5% | -11.3% |
| All | +63.3% | +700.6% | -637.3% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling