-35.5%
SWKS vs IOT
+66.1%
-101.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | +0.9% | +8.5% | +9.2% |
| 30D | +17.0% | +1.4% | +15.6% | +16.5% |
| 3M | +28.9% | +0.5% | +28.4% | +27.5% |
| 6M | +33.1% | +50.3% | -17.2% | +20.3% |
| YTD | +44.8% | +16.7% | +28.1% | +35.4% |
| 1Y | +36.2% | +6.8% | +29.4% | +29.6% |
| 3Y | +11.5% | +75.5% | -64.0% | -10.1% |
| All | -35.5% | +66.1% | -101.6% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling