-46.9%
SWKS vs IOT
+61.4%
-108.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.8% |
| 7D | +12.5% | -2.3% | +14.8% | +12.9% |
| 30D | +10.5% | +3.8% | +6.7% | +9.5% |
| 3M | -7.4% | +14.2% | -21.6% | -10.5% |
| 6M | +32.7% | +40.1% | -7.5% | +21.2% |
| YTD | +19.2% | +13.4% | +5.8% | +13.0% |
| 1Y | +2.4% | +12.2% | -9.8% | -3.4% |
| 3Y | -25.6% | +30.0% | -55.6% | -35.7% |
| All | -46.9% | +61.4% | -108.3% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling