+28.8%
IVZ vs SWK
-25.4%
+54.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.6% | -5.4% | -6.7% |
| 7D | -6.7% | +11.3% | -17.9% | -12.0% |
| 30D | -10.9% | +28.1% | -39.0% | -22.2% |
| 3M | -14.8% | +12.6% | -27.4% | -20.6% |
| 6M | +2.4% | +51.7% | -49.3% | -19.4% |
| YTD | +5.4% | +60.0% | -54.5% | -20.1% |
| 1Y | +19.6% | +72.7% | -53.1% | -13.5% |
| 3Y | +122.4% | +46.3% | +76.1% | +68.2% |
| 5Y | +28.8% | -24.6% | +53.4% | +30.5% |
| All | +28.8% | -25.4% | +54.2% | +30.5% |
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