+5.5%
SWKS vs IOVA
+90.0%
-84.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | +8.5% | -44.1% | +52.6% | +12.2% |
| 3M | +17.3% | +28.9% | -11.6% | +12.1% |
| 6M | +25.1% | +125.7% | -100.6% | +12.3% |
| YTD | +33.3% | +199.3% | -165.9% | +14.5% |
| 1Y | +22.9% | +255.2% | -232.3% | +3.2% |
| 3Y | +5.5% | +106.8% | -101.3% | -14.2% |
| All | +5.5% | +90.0% | -84.5% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling