+65.1%
IVZ vs SWK
-38.7%
+103.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +0.6% | -0.4% | +1.1% | +0.8% |
| 30D | +4.0% | -5.7% | +9.7% | +7.1% |
| 3M | +18.2% | +24.1% | -5.9% | +4.2% |
| 6M | +32.8% | +24.7% | +8.1% | +16.0% |
| YTD | +28.7% | +33.9% | -5.2% | +7.8% |
| 1Y | +55.4% | +34.7% | +20.7% | +28.6% |
| 3Y | +135.2% | +15.3% | +119.9% | +103.3% |
| All | +65.1% | -38.7% | +103.8% | +84.5% |
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