+29.2%
SWK vs IBB
+152.0%
-122.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.5% | +1.1% |
| 7D | +11.3% | -3.6% | +14.9% | +14.4% |
| 30D | +28.1% | +3.4% | +24.7% | +24.7% |
| 3M | +12.6% | +9.5% | +3.1% | +4.4% |
| 6M | +51.7% | +23.3% | +28.4% | +28.2% |
| YTD | +60.0% | +24.5% | +35.4% | +33.5% |
| 1Y | +72.7% | +32.9% | +39.8% | +37.1% |
| 3Y | +46.3% | +76.6% | -30.3% | -5.3% |
| 5Y | -24.6% | +35.5% | -60.1% | -42.0% |
| All | +29.2% | +152.0% | -122.7% | -31.5% |
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