+188.0%
SWK vs IOVA
-91.7%
+279.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.5% | +14.6% | +13.1% |
| 7D | +17.9% | -41.3% | +59.1% | +19.3% |
| 30D | +31.9% | -38.5% | +70.5% | +33.3% |
| 3M | +16.6% | +99.5% | -83.0% | +13.3% |
| 6M | +61.1% | +126.0% | -64.8% | +55.6% |
| YTD | +64.2% | +218.7% | -154.5% | +56.2% |
| 1Y | +85.2% | +378.0% | -292.8% | +73.7% |
| 3Y | +50.2% | +106.7% | -56.5% | +41.7% |
| 5Y | -22.8% | -64.5% | +41.7% | -25.5% |
| 10Y | +35.8% | +50.0% | -14.2% | +27.6% |
| All | +188.0% | -91.7% | +279.7% | +152.0% |
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