+1,280.0%
IBKR vs SWK
+225.3%
+1,054.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.6% |
| 7D | +5.9% | -2.3% | +8.2% | +7.0% |
| 30D | -6.1% | +30.4% | -36.6% | -17.1% |
| 3M | -8.0% | +12.1% | -20.2% | -13.3% |
| 6M | -2.7% | +49.1% | -51.7% | -19.9% |
| YTD | +28.7% | +60.4% | -31.8% | +1.6% |
| 1Y | +16.9% | +78.3% | -61.4% | -12.2% |
| 3Y | +306.9% | +53.3% | +253.6% | +203.1% |
| 5Y | +363.0% | -27.0% | +389.9% | +370.9% |
| 10Y | +854.9% | +20.8% | +834.1% | +567.8% |
| All | +1,280.0% | +225.3% | +1,054.7% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling