+687.6%
SWK vs IBN
+1,532.9%
-845.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.4% | +1.4% | -1.9% | -0.8% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | +24.1% | +17.1% | +7.0% | +19.3% |
| 6M | +24.7% | +3.4% | +21.3% | +23.8% |
| YTD | +33.9% | +2.5% | +31.4% | +33.2% |
| 1Y | +34.7% | -4.2% | +38.8% | +35.9% |
| 3Y | +15.3% | +32.4% | -17.1% | +6.9% |
| 5Y | -39.3% | +59.2% | -98.5% | -46.3% |
| 10Y | +2.5% | +345.7% | -343.2% | -31.5% |
| All | +687.6% | +1,532.9% | -845.3% | +273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling