+40.2%
IVZ vs SWK
-24.2%
+64.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | -2.7% |
| 7D | +2.6% | +17.9% | -15.2% | -6.3% |
| 30D | -3.5% | +31.9% | -35.4% | -17.1% |
| 3M | -7.4% | +16.6% | -23.9% | -15.3% |
| 6M | +14.7% | +61.1% | -46.4% | -12.6% |
| YTD | +14.6% | +64.2% | -49.6% | -14.4% |
| 1Y | +30.7% | +85.2% | -54.5% | -9.1% |
| 3Y | +141.8% | +50.2% | +91.6% | +80.2% |
| 5Y | +40.2% | -22.8% | +63.0% | +40.3% |
| All | +40.2% | -24.2% | +64.4% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling