+81.3%
SWKS vs IYR
+702.4%
-621.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -6.2% | +2.0% | -8.1% | -7.5% |
| 30D | -1.5% | +8.2% | -9.7% | -6.9% |
| 3M | +23.0% | -1.7% | +24.7% | +24.0% |
| 6M | +27.6% | -0.4% | +28.0% | +26.9% |
| YTD | +32.3% | +9.9% | +22.4% | +23.0% |
| 1Y | +20.1% | +10.4% | +9.7% | +11.3% |
| 3Y | +0.6% | +38.4% | -37.8% | -19.6% |
| 5Y | -42.3% | +5.2% | -47.5% | -44.4% |
| 10Y | +35.9% | +83.8% | -47.9% | -8.8% |
| All | +81.3% | +702.4% | -621.1% | -63.0% |
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