+354.8%
IGV vs SWKS
+37.5%
+317.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -0.4% | -2.7% | +2.3% | +0.6% |
| 30D | -9.9% | +8.5% | -18.4% | -12.6% |
| 3M | -1.2% | +17.3% | -18.5% | -8.9% |
| 6M | +11.3% | +25.1% | -13.8% | -2.0% |
| YTD | -4.0% | +33.3% | -37.3% | -19.2% |
| 1Y | -7.3% | +22.9% | -30.2% | -19.4% |
| 3Y | +42.8% | +5.5% | +37.2% | +21.7% |
| 5Y | +13.7% | -41.9% | +55.5% | +23.6% |
| 10Y | +354.8% | +32.4% | +322.4% | +235.6% |
| All | +354.8% | +37.5% | +317.3% | +235.6% |
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