+1,237.8%
SWKS vs IBKR
+1,369.6%
-131.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -3.3% | +15.8% | +13.9% |
| 30D | +10.5% | +4.5% | +6.0% | +7.5% |
| 3M | -7.4% | +6.5% | -13.9% | -10.9% |
| 6M | +32.7% | +34.2% | -1.5% | +13.1% |
| YTD | +19.2% | +44.5% | -25.3% | -2.8% |
| 1Y | +2.4% | +44.7% | -42.3% | -17.2% |
| 3Y | -25.6% | +306.7% | -332.4% | -65.1% |
| 5Y | -53.4% | +489.9% | -543.3% | -82.4% |
| 10Y | +23.2% | +1,019.5% | -996.3% | -68.0% |
| All | +1,237.8% | +1,369.6% | -131.8% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling