+1.3%
SWKS vs IBB
+89.8%
-88.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.6% |
| 7D | -3.1% | +0.8% | -3.9% | -3.9% |
| 30D | +8.3% | +5.2% | +3.2% | +4.2% |
| 3M | +20.2% | +8.6% | +11.7% | +11.6% |
| 6M | +24.9% | +27.8% | -2.9% | +0.8% |
| YTD | +33.2% | +28.8% | +4.3% | +5.1% |
| 1Y | +23.6% | +36.4% | -12.8% | -8.3% |
| 3Y | +1.3% | +89.3% | -88.1% | -46.0% |
| All | +1.3% | +89.8% | -88.5% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling