+343.0%
IGV vs SWK
+29.6%
+313.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -5.2% | +11.0% | -16.2% | -8.6% |
| 30D | -10.0% | +30.1% | -40.0% | -17.6% |
| 3M | -0.5% | +14.7% | -15.2% | -5.4% |
| 6M | +12.6% | +44.5% | -31.9% | -1.3% |
| YTD | -6.4% | +59.4% | -65.8% | -21.7% |
| 1Y | -9.5% | +77.5% | -87.1% | -27.2% |
| 3Y | +41.7% | +49.5% | -7.8% | +15.0% |
| 5Y | +12.7% | -24.9% | +37.5% | +14.0% |
| All | +343.0% | +29.6% | +313.5% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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