+22.2%
SWK vs IBB
+126.8%
-104.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | -1.4% | -0.5% | -0.8% | -1.0% |
| 30D | +25.5% | +4.6% | +20.9% | +21.3% |
| 3M | +11.8% | +6.8% | +5.0% | +5.5% |
| 6M | +48.7% | +23.1% | +25.6% | +25.6% |
| YTD | +57.2% | +26.0% | +31.2% | +29.7% |
| 1Y | +75.3% | +30.4% | +44.9% | +40.9% |
| 3Y | +51.9% | +85.4% | -33.5% | -5.7% |
| 5Y | -30.7% | +39.7% | -70.5% | -48.0% |
| All | +22.2% | +126.8% | -104.6% | -36.6% |
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