+180.6%
SWK vs IOVA
-92.6%
+273.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.0% | +8.4% | -2.3% |
| 7D | +11.3% | -19.0% | +30.3% | +11.8% |
| 30D | +28.1% | -40.3% | +68.4% | +29.5% |
| 3M | +12.6% | +78.3% | -65.7% | +9.7% |
| 6M | +51.7% | +94.5% | -42.8% | +47.1% |
| YTD | +60.0% | +183.5% | -123.6% | +52.7% |
| 1Y | +72.7% | +327.6% | -255.0% | +62.5% |
| 3Y | +46.3% | +83.8% | -37.5% | +38.5% |
| 5Y | -24.6% | -69.0% | +44.4% | -27.0% |
| 10Y | +32.2% | +33.4% | -1.2% | +24.7% |
| All | +180.6% | -92.6% | +273.2% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling