-25.2%
SWKS vs IOVA
+44.8%
-70.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +12.5% | +9.7% | +2.8% | +11.6% |
| 30D | +10.5% | +102.5% | -92.0% | +3.1% |
| 3M | -7.4% | +100.7% | -108.1% | -13.8% |
| 6M | +32.7% | +106.3% | -73.7% | +21.9% |
| YTD | +19.2% | +222.0% | -202.8% | +4.3% |
| 1Y | +2.4% | +299.5% | -297.2% | -13.3% |
| All | -25.2% | +44.8% | -70.1% | -37.5% |
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