+41.7%
IGV vs SWK
+46.0%
-4.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -5.2% | +11.0% | -16.2% | -7.1% |
| 30D | -10.0% | +30.1% | -40.0% | -14.5% |
| 3M | -0.5% | +14.7% | -15.2% | -3.3% |
| 6M | +12.6% | +44.5% | -31.9% | +4.4% |
| YTD | -6.4% | +59.4% | -65.8% | -15.7% |
| 1Y | -9.5% | +77.5% | -87.1% | -20.8% |
| 3Y | +41.7% | +49.5% | -7.8% | +21.7% |
| All | +41.7% | +46.0% | -4.3% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling