+817.2%
IBKR vs SWK
+18.1%
+799.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +7.9% | -1.4% | +9.2% | +8.4% |
| 30D | -2.8% | +25.5% | -28.2% | -10.8% |
| 3M | -10.5% | +11.8% | -22.2% | -14.5% |
| 6M | -3.7% | +48.7% | -52.4% | -17.7% |
| YTD | +27.6% | +57.2% | -29.6% | +6.2% |
| 1Y | +22.5% | +75.3% | -52.7% | -2.2% |
| 3Y | +307.2% | +51.9% | +255.3% | +221.1% |
| 5Y | +357.7% | -30.7% | +388.4% | +393.2% |
| All | +817.2% | +18.1% | +799.1% | +593.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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