+916.1%
IGV vs SWK
+465.7%
+450.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.3% |
| 7D | -8.3% | +11.3% | -19.6% | -12.7% |
| 30D | -10.9% | +28.1% | -39.0% | -20.3% |
| 3M | -2.3% | +12.6% | -14.9% | -7.8% |
| 6M | +12.2% | +51.7% | -39.5% | -7.7% |
| YTD | -6.3% | +60.0% | -66.3% | -26.0% |
| 1Y | -11.4% | +72.7% | -84.1% | -32.6% |
| 3Y | +41.5% | +46.3% | -4.8% | +8.6% |
| 5Y | +12.8% | -24.6% | +37.4% | +12.7% |
| 10Y | +354.7% | +32.2% | +322.4% | +206.7% |
| All | +916.1% | +465.7% | +450.4% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling