+32.4%
SWKS vs IBB
+139.6%
-107.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -1.6% |
| 7D | -2.7% | +2.7% | -5.5% | -5.2% |
| 30D | +8.5% | +6.3% | +2.2% | +2.4% |
| 3M | +17.3% | +11.1% | +6.2% | +5.2% |
| 6M | +25.1% | +29.2% | -4.1% | -2.8% |
| YTD | +33.3% | +30.2% | +3.1% | +1.5% |
| 1Y | +22.9% | +39.5% | -16.6% | -12.5% |
| 3Y | +5.5% | +92.3% | -86.8% | -44.3% |
| 5Y | -41.9% | +43.0% | -84.9% | -59.9% |
| 10Y | +32.4% | +137.1% | -104.7% | -37.9% |
| All | +32.4% | +139.6% | -107.2% | -37.9% |
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