+43.9%
IGV vs SWK
+15.2%
+28.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | +3.2% | -5.7% | +8.9% | +4.4% |
| 3M | +4.5% | +24.1% | -19.5% | -0.2% |
| 6M | +22.1% | +24.7% | -2.6% | +16.0% |
| YTD | -1.0% | +33.9% | -35.0% | -7.9% |
| 1Y | -2.1% | +34.7% | -36.8% | -9.4% |
| All | +43.9% | +15.2% | +28.7% | +30.3% |
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