+299.1%
SWKS vs IBB
+554.8%
-255.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +3.0% | +2.5% |
| 7D | -9.2% | -3.6% | -5.6% | -6.3% |
| 30D | -1.9% | +3.4% | -5.3% | -5.5% |
| 3M | +21.2% | +9.5% | +11.7% | +9.7% |
| 6M | +12.9% | +23.3% | -10.4% | -9.4% |
| YTD | +30.7% | +24.5% | +6.2% | +2.9% |
| 1Y | +14.1% | +32.9% | -18.8% | -15.6% |
| 3Y | -1.7% | +76.6% | -78.3% | -44.0% |
| 5Y | -43.0% | +35.5% | -78.5% | -58.7% |
| 10Y | +34.3% | +156.7% | -122.4% | -47.1% |
| All | +299.1% | +554.8% | -255.7% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling