+363.9%
IGV vs SWKS
+25.6%
+338.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -3.5% |
| 7D | -4.5% | +12.5% | -17.0% | -8.9% |
| 30D | +3.2% | +10.5% | -7.3% | -0.9% |
| 3M | +4.5% | -7.4% | +11.9% | +6.3% |
| 6M | +22.1% | +32.7% | -10.6% | +5.6% |
| YTD | -1.0% | +19.2% | -20.2% | -11.5% |
| 1Y | -2.1% | +2.4% | -4.5% | -7.5% |
| 3Y | +44.6% | -25.6% | +70.2% | +45.8% |
| 5Y | +22.2% | -53.4% | +75.6% | +47.3% |
| All | +363.9% | +25.6% | +338.3% | +252.8% |
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