+189.7%
SW vs IBB
+175.5%
+14.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.4% | +3.3% |
| 7D | +12.1% | +2.2% | +9.8% | +11.3% |
| 30D | +6.6% | +6.3% | +0.2% | +4.5% |
| 3M | -6.0% | +16.3% | -22.3% | -10.3% |
| 6M | +21.5% | +30.0% | -8.5% | +12.2% |
| YTD | +20.3% | +31.1% | -10.8% | +10.6% |
| 1Y | +28.1% | +42.0% | -13.8% | +15.2% |
| 3Y | +51.6% | +85.9% | -34.3% | +27.1% |
| 5Y | -0.1% | +38.4% | -38.5% | -11.8% |
| 10Y | +189.7% | +170.4% | +19.4% | +136.2% |
| All | +189.7% | +175.5% | +14.2% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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