+27.6%
SWKS vs IBN
+321.6%
-294.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +12.5% | +1.4% | +11.1% | +11.9% |
| 30D | +10.5% | -0.3% | +10.8% | +10.6% |
| 3M | -7.4% | +17.1% | -24.5% | -13.0% |
| 6M | +32.7% | +3.4% | +29.3% | +30.3% |
| YTD | +19.2% | +2.5% | +16.6% | +17.2% |
| 1Y | +2.4% | -4.2% | +6.5% | +3.1% |
| 3Y | -25.6% | +32.4% | -58.0% | -34.9% |
| 5Y | -53.4% | +59.2% | -112.6% | -62.2% |
| All | +27.6% | +321.6% | -294.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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