+357.1%
IGV vs SWKS
+31.8%
+325.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | -3.1% | +0.9% | -1.2% |
| 30D | -11.0% | +8.3% | -19.3% | -13.5% |
| 3M | -4.5% | +20.2% | -24.7% | -12.7% |
| 6M | +10.1% | +24.9% | -14.8% | -3.0% |
| YTD | -5.1% | +33.2% | -38.2% | -20.1% |
| 1Y | -10.2% | +23.6% | -33.8% | -22.2% |
| 3Y | +37.7% | +1.3% | +36.5% | +19.7% |
| 5Y | +15.7% | -40.6% | +56.3% | +24.6% |
| 10Y | +357.1% | +35.3% | +321.8% | +236.2% |
| All | +357.1% | +31.8% | +325.3% | +236.2% |
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