+50.8%
SWKS vs IBKR
+842.7%
-791.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +9.4% | +7.9% | +1.6% | +5.9% |
| 30D | +17.0% | -2.8% | +19.8% | +18.0% |
| 3M | +28.9% | -10.5% | +39.4% | +33.5% |
| 6M | +33.1% | -3.7% | +36.9% | +32.5% |
| YTD | +44.8% | +27.6% | +17.2% | +24.8% |
| 1Y | +36.2% | +22.5% | +13.7% | +19.5% |
| 3Y | +11.5% | +307.2% | -295.7% | -47.8% |
| 5Y | -37.1% | +357.7% | -394.7% | -73.2% |
| All | +50.8% | +842.7% | -791.9% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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