+42.8%
IGV vs SWK
+53.9%
-11.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.1% |
| 7D | -0.4% | +10.7% | -11.1% | -2.4% |
| 30D | -9.9% | +33.3% | -43.3% | -14.9% |
| 3M | -1.2% | +14.7% | -15.9% | -3.9% |
| 6M | +11.3% | +48.5% | -37.2% | +2.7% |
| YTD | -4.0% | +63.9% | -67.9% | -14.0% |
| 1Y | -7.3% | +80.4% | -87.7% | -19.0% |
| 3Y | +42.8% | +58.1% | -15.4% | +21.2% |
| All | +42.8% | +53.9% | -11.1% | +21.2% |
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