+11.6%
SWKS vs IOT
+75.3%
-63.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.0% |
| 7D | +10.9% | +0.6% | +10.3% | +10.8% |
| 30D | +17.6% | +0.1% | +17.5% | +17.4% |
| 3M | +29.2% | +5.0% | +24.2% | +27.4% |
| 6M | +37.0% | +47.0% | -10.1% | +26.9% |
| YTD | +44.9% | +16.6% | +28.4% | +38.1% |
| 1Y | +33.8% | +4.8% | +29.0% | +29.9% |
| All | +11.6% | +75.3% | -63.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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