+335.2%
IBKR vs SWK
-25.5%
+360.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +0.2% | +11.3% | -11.1% | -2.5% |
| 30D | -11.7% | +31.5% | -43.2% | -17.7% |
| 3M | -14.3% | +14.4% | -28.8% | -17.4% |
| 6M | -7.9% | +46.4% | -54.3% | -16.9% |
| YTD | +21.0% | +61.6% | -40.6% | +6.2% |
| 1Y | +9.5% | +78.7% | -69.2% | -6.1% |
| 3Y | +282.8% | +54.4% | +228.4% | +221.5% |
| 5Y | +335.2% | -25.3% | +360.5% | +361.8% |
| All | +335.2% | -25.5% | +360.6% | +361.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling