+51.0%
SWKS vs IBB
+127.7%
-76.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +4.6% |
| 7D | +10.9% | +1.6% | +9.2% | +9.2% |
| 30D | +17.6% | +6.7% | +10.9% | +10.6% |
| 3M | +29.2% | +6.3% | +22.9% | +20.3% |
| 6M | +37.0% | +23.9% | +13.0% | +10.4% |
| YTD | +44.9% | +26.6% | +18.4% | +12.9% |
| 1Y | +33.8% | +29.6% | +4.2% | +1.8% |
| 3Y | +10.2% | +86.1% | -75.9% | -40.3% |
| 5Y | -37.0% | +40.3% | -77.3% | -55.9% |
| All | +51.0% | +127.7% | -76.8% | -26.7% |
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