+22.4%
SWK vs IOVA
+12.2%
+10.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +11.3% | -8.5% | +19.8% | +12.2% |
| 30D | +31.5% | -44.7% | +76.2% | +37.8% |
| 3M | +14.4% | +26.2% | -11.8% | +8.6% |
| 6M | +46.4% | +123.2% | -76.8% | +27.6% |
| YTD | +61.6% | +196.0% | -134.4% | +33.4% |
| 1Y | +78.7% | +240.9% | -162.2% | +44.3% |
| 3Y | +54.4% | +103.5% | -49.1% | +19.3% |
| 5Y | -25.3% | -65.5% | +40.2% | -34.7% |
| 10Y | +22.4% | +7.0% | +15.4% | -6.7% |
| All | +22.4% | +12.2% | +10.2% | -6.7% |
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