+74.8%
IVV vs SWK
+46.5%
+28.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.9% |
| 7D | -4.8% | +11.3% | -16.0% | -7.0% |
| 30D | -5.9% | +28.1% | -34.0% | -11.0% |
| 3M | -4.5% | +12.6% | -17.1% | -7.2% |
| 6M | +1.8% | +51.7% | -49.9% | -7.6% |
| YTD | +8.4% | +60.0% | -51.6% | -3.5% |
| 1Y | +9.4% | +72.7% | -63.3% | -4.4% |
| All | +74.8% | +46.5% | +28.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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