+60.5%
SWKS vs IBKR
+1,011.6%
-951.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +4.2% |
| 7D | +19.4% | -1.3% | +20.7% | +20.0% |
| 30D | +26.8% | -0.2% | +27.0% | +26.1% |
| 3M | +21.5% | +3.0% | +18.5% | +18.7% |
| 6M | +61.0% | +33.9% | +27.1% | +38.4% |
| YTD | +42.2% | +42.5% | -0.3% | +17.7% |
| 1Y | +22.1% | +44.9% | -22.7% | -0.2% |
| 3Y | -0.9% | +293.0% | -293.9% | -51.9% |
| 5Y | -42.6% | +497.7% | -540.3% | -78.3% |
| All | +60.5% | +1,011.6% | -951.1% | -51.5% |
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