+972.2%
IVZ vs SWK
+1,150.1%
-178.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | -4.2% |
| 7D | +2.6% | +17.9% | -15.2% | -8.2% |
| 30D | -3.5% | +31.9% | -35.4% | -19.9% |
| 3M | -7.4% | +16.6% | -23.9% | -17.1% |
| 6M | +14.7% | +61.1% | -46.4% | -17.7% |
| YTD | +14.6% | +64.2% | -49.6% | -19.8% |
| 1Y | +30.7% | +85.2% | -54.5% | -15.9% |
| 3Y | +141.8% | +50.2% | +91.6% | +68.8% |
| 5Y | +40.2% | -22.8% | +63.0% | +44.9% |
| 10Y | +65.6% | +35.8% | +29.8% | +12.8% |
| All | +972.2% | +1,150.1% | -178.0% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling