+363.6%
IGV vs SWKS
+49.3%
+314.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.3% | +9.4% | -7.1% | -1.0% |
| 30D | -6.0% | +17.0% | -23.0% | -11.2% |
| 3M | -4.8% | +28.9% | -33.7% | -15.1% |
| 6M | +14.2% | +33.1% | -18.9% | -1.4% |
| YTD | -4.2% | +44.8% | -49.0% | -21.8% |
| 1Y | -5.3% | +36.2% | -41.5% | -20.8% |
| 3Y | +38.8% | +11.5% | +27.3% | +16.3% |
| 5Y | +14.2% | -37.1% | +51.3% | +20.7% |
| All | +363.6% | +49.3% | +314.3% | +227.0% |
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