+362.3%
IGV vs SWKS
+43.2%
+319.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | -0.2% |
| 7D | -1.3% | +5.7% | -7.0% | -3.2% |
| 30D | -8.1% | +17.3% | -25.5% | -13.3% |
| 3M | -1.6% | +28.3% | -29.9% | -12.2% |
| 6M | +12.7% | +26.1% | -13.3% | -0.8% |
| YTD | -3.3% | +41.1% | -44.3% | -20.3% |
| 1Y | -7.9% | +31.4% | -39.3% | -21.9% |
| 3Y | +40.3% | +7.3% | +33.1% | +19.4% |
| 5Y | +17.3% | -37.7% | +55.0% | +24.3% |
| 10Y | +362.3% | +46.0% | +316.2% | +229.4% |
| All | +362.3% | +43.2% | +319.1% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling