+41.7%
IGV vs SWKS
-0.7%
+42.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -5.2% | -6.2% | +1.0% | -4.1% |
| 30D | -10.0% | -1.5% | -8.5% | -9.8% |
| 3M | -0.5% | +23.0% | -23.5% | -5.6% |
| 6M | +12.6% | +27.6% | -15.0% | +4.7% |
| YTD | -6.4% | +32.3% | -38.7% | -14.7% |
| 1Y | -9.5% | +20.1% | -29.6% | -15.4% |
| 3Y | +41.7% | +0.6% | +41.0% | +26.2% |
| All | +41.7% | -0.7% | +42.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling