+1,104.4%
IVZ vs SWK
+919.7%
+184.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +0.6% | -0.4% | +1.1% | +0.9% |
| 30D | +4.0% | -5.7% | +9.7% | +7.8% |
| 3M | +18.2% | +24.1% | -5.9% | +1.5% |
| 6M | +32.8% | +24.7% | +8.1% | +12.6% |
| YTD | +28.7% | +33.9% | -5.2% | +3.8% |
| 1Y | +55.4% | +34.7% | +20.7% | +23.3% |
| 3Y | +135.2% | +15.3% | +119.9% | +96.3% |
| 5Y | +64.2% | -39.3% | +103.5% | +99.5% |
| 10Y | +64.6% | +2.5% | +62.1% | +36.0% |
| All | +1,104.4% | +919.7% | +184.7% | +293.7% |
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