+23.5%
IGV vs SWKS
-53.5%
+77.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -3.4% |
| 7D | -4.5% | +12.5% | -17.0% | -8.4% |
| 30D | +3.2% | +10.5% | -7.3% | -0.4% |
| 3M | +4.5% | -7.4% | +11.9% | +6.3% |
| 6M | +22.1% | +32.7% | -10.6% | +6.7% |
| YTD | -1.0% | +19.2% | -20.2% | -10.7% |
| 1Y | -2.1% | +2.4% | -4.5% | -6.8% |
| 3Y | +44.6% | -25.6% | +70.2% | +47.1% |
| All | +23.5% | -53.5% | +77.0% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling