+28.7%
SWK vs IBN
+367.6%
-338.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -2.1% |
| 7D | +11.0% | +15.1% | -4.0% | +4.9% |
| 30D | +30.1% | +21.6% | +8.4% | +20.1% |
| 3M | +14.7% | +11.2% | +3.5% | +9.7% |
| 6M | +44.5% | +27.8% | +16.7% | +30.9% |
| YTD | +59.4% | +14.7% | +44.7% | +50.6% |
| 1Y | +77.5% | +14.4% | +63.1% | +67.8% |
| 3Y | +49.5% | +52.1% | -2.6% | +24.6% |
| 5Y | -24.9% | +70.7% | -95.6% | -40.5% |
| All | +28.7% | +367.6% | -338.9% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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