+185.4%
SW vs IBB
+152.0%
+33.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | 0.0% |
| 7D | +4.7% | -3.6% | +8.3% | +5.8% |
| 30D | +5.0% | +3.4% | +1.6% | +3.8% |
| 3M | -7.3% | +9.5% | -16.8% | -10.0% |
| 6M | +15.0% | +23.3% | -8.3% | +7.8% |
| YTD | +18.5% | +24.5% | -6.0% | +10.6% |
| 1Y | +27.1% | +32.9% | -5.8% | +16.5% |
| 3Y | +49.3% | +76.6% | -27.2% | +27.0% |
| 5Y | -1.6% | +35.5% | -37.1% | -12.3% |
| All | +185.4% | +152.0% | +33.4% | +135.8% |
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