+35.3%
SWKS vs IOVA
+12.2%
+23.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -3.1% | -8.5% | +5.3% | -2.2% |
| 30D | +8.3% | -44.7% | +53.1% | +14.3% |
| 3M | +20.2% | +26.2% | -6.0% | +13.4% |
| 6M | +24.9% | +123.2% | -98.3% | +7.8% |
| YTD | +33.2% | +196.0% | -162.8% | +8.2% |
| 1Y | +23.6% | +240.9% | -217.4% | -2.0% |
| 3Y | +1.3% | +103.5% | -102.3% | -24.4% |
| 5Y | -40.6% | -65.5% | +24.9% | -48.1% |
| 10Y | +35.3% | +7.0% | +28.3% | -2.0% |
| All | +35.3% | +12.2% | +23.1% | -2.0% |
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 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