-37.0%
SWKS vs IBKR
+357.6%
-394.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.2% |
| 7D | +10.9% | +11.8% | -1.0% | +6.4% |
| 30D | +17.6% | -7.0% | +24.6% | +20.4% |
| 3M | +29.2% | -11.2% | +40.4% | +33.5% |
| 6M | +37.0% | -3.7% | +40.6% | +36.3% |
| YTD | +44.9% | +26.8% | +18.1% | +27.1% |
| 1Y | +33.8% | +12.3% | +21.5% | +23.2% |
| 3Y | +10.2% | +301.2% | -291.0% | -44.2% |
| 5Y | -37.0% | +355.1% | -392.1% | -73.4% |
| All | -37.0% | +357.6% | -394.6% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling