-0.6%
SWKS vs IOVA
+78.3%
-78.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.0% | +9.0% | -1.2% |
| 7D | -9.2% | -19.0% | +9.8% | -7.9% |
| 30D | -1.9% | -40.3% | +38.4% | +0.8% |
| 3M | +21.2% | +78.3% | -57.1% | +11.7% |
| 6M | +12.9% | +94.5% | -81.6% | +2.4% |
| YTD | +30.7% | +183.5% | -152.8% | +12.6% |
| 1Y | +14.1% | +327.6% | -313.5% | -6.8% |
| All | -0.6% | +78.3% | -78.9% | -20.3% |
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