-15.4%
SWKS vs IBKR
+290.1%
-305.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +11.8% | +0.6% | +11.2% | +11.5% |
| 30D | +6.7% | +3.7% | +3.1% | +4.9% |
| 3M | 0.0% | +4.2% | -4.2% | -2.0% |
| 6M | +38.7% | +36.6% | +2.1% | +22.6% |
| YTD | +21.4% | +41.9% | -20.5% | +4.9% |
| 1Y | +2.9% | +49.5% | -46.6% | -13.0% |
| All | -15.4% | +290.1% | -305.6% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling