+32.1%
SWKS vs IBB
+156.3%
-124.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.3% |
| 7D | -6.2% | -1.8% | -4.3% | -4.9% |
| 30D | -1.5% | +5.1% | -6.5% | -6.1% |
| 3M | +23.0% | +10.7% | +12.3% | +10.8% |
| 6M | +27.6% | +22.9% | +4.7% | +4.0% |
| YTD | +32.3% | +26.7% | +5.6% | +3.6% |
| 1Y | +20.1% | +35.1% | -15.0% | -11.6% |
| 3Y | +0.6% | +80.2% | -79.5% | -43.1% |
| 5Y | -42.3% | +37.8% | -80.2% | -58.6% |
| All | +32.1% | +156.3% | -124.2% | -35.5% |
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