+46.0%
SWKS vs IOVA
+7.2%
+38.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.8% | +5.9% |
| 7D | +5.7% | -7.0% | +12.7% | +6.5% |
| 30D | +17.3% | -44.4% | +61.8% | +23.7% |
| 3M | +28.3% | +24.7% | +3.6% | +21.2% |
| 6M | +26.1% | +118.6% | -92.6% | +9.1% |
| YTD | +41.1% | +196.3% | -155.2% | +14.6% |
| 1Y | +31.4% | +205.3% | -173.9% | +5.8% |
| 3Y | +7.3% | +103.8% | -96.5% | -20.0% |
| 5Y | -37.7% | -65.6% | +27.9% | -45.6% |
| 10Y | +46.0% | +6.4% | +39.6% | +5.9% |
| All | +46.0% | +7.2% | +38.9% | +5.9% |
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