+28.7%
SWK vs IOVA
+34.0%
-5.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -0.8% |
| 7D | +11.0% | -5.2% | +16.2% | +11.4% |
| 30D | +30.1% | -37.8% | +67.8% | +34.6% |
| 3M | +14.7% | +29.5% | -14.8% | +8.4% |
| 6M | +44.5% | +96.6% | -52.1% | +27.6% |
| YTD | +59.4% | +194.5% | -135.1% | +31.5% |
| 1Y | +77.5% | +248.1% | -170.5% | +42.8% |
| 3Y | +49.5% | +86.1% | -36.7% | +16.6% |
| 5Y | -24.9% | -67.8% | +42.9% | -33.8% |
| All | +28.7% | +34.0% | -5.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling