+263.8%
SWKS vs IBB
+560.8%
-297.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.3% |
| 7D | +12.5% | +1.4% | +11.1% | +11.1% |
| 30D | +10.5% | +10.5% | 0.0% | +0.4% |
| 3M | -7.4% | +23.6% | -31.0% | -24.4% |
| 6M | +32.7% | +22.6% | +10.0% | +7.9% |
| YTD | +19.2% | +25.7% | -6.5% | -5.8% |
| 1Y | +2.4% | +51.4% | -49.0% | -32.2% |
| 3Y | -25.6% | +64.4% | -90.0% | -54.2% |
| 5Y | -53.4% | +22.1% | -75.6% | -62.4% |
| 10Y | +23.2% | +132.5% | -109.3% | -46.4% |
| All | +263.8% | +560.8% | -297.0% | -49.5% |
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 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