+23.5%
IGV vs SWK
-38.7%
+62.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | +3.2% | -5.7% | +8.9% | +4.9% |
| 3M | +4.5% | +24.1% | -19.5% | -2.2% |
| 6M | +22.1% | +24.7% | -2.6% | +13.3% |
| YTD | -1.0% | +33.9% | -35.0% | -10.7% |
| 1Y | -2.1% | +34.7% | -36.8% | -12.3% |
| 3Y | +44.6% | +15.3% | +29.3% | +29.8% |
| All | +23.5% | -38.7% | +62.2% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling