+49.0%
IVZ vs SWK
+29.6%
+19.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.4% | +11.0% | -13.5% | -9.0% |
| 30D | -11.2% | +30.1% | -41.3% | -25.1% |
| 3M | -14.0% | +14.7% | -28.6% | -21.8% |
| 6M | +0.5% | +44.5% | -44.0% | -21.9% |
| YTD | +5.4% | +59.4% | -54.0% | -24.0% |
| 1Y | +19.5% | +77.5% | -58.1% | -19.9% |
| 3Y | +128.7% | +49.5% | +79.2% | +61.5% |
| 5Y | +28.8% | -24.9% | +53.7% | +39.2% |
| All | +49.0% | +29.6% | +19.4% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling