+21.9%
SWK vs IOVA
-0.9%
+22.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.7% | +3.4% | -1.7% |
| 7D | -2.0% | -1.4% | -0.5% | -1.8% |
| 30D | +24.6% | -47.4% | +72.0% | +31.3% |
| 3M | +10.8% | +13.2% | -2.4% | +6.3% |
| 6M | +46.1% | +114.3% | -68.3% | +27.8% |
| YTD | +56.8% | +179.5% | -122.6% | +30.2% |
| 1Y | +72.7% | +200.4% | -127.7% | +41.6% |
| 3Y | +49.9% | +92.2% | -42.3% | +16.5% |
| 5Y | -30.9% | -63.8% | +32.9% | -40.0% |
| All | +21.9% | -0.9% | +22.8% | -6.4% |
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