+333.5%
SWKS vs IOVA
-91.6%
+425.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.5% |
| 7D | +12.5% | +9.7% | +2.8% | +12.1% |
| 30D | +10.5% | +102.5% | -92.0% | +7.0% |
| 3M | -7.4% | +100.7% | -108.1% | -10.4% |
| 6M | +32.7% | +106.3% | -73.7% | +27.7% |
| YTD | +19.2% | +222.0% | -202.8% | +12.3% |
| 1Y | +2.4% | +299.5% | -297.2% | -4.8% |
| 3Y | -25.6% | +42.9% | -68.5% | -30.2% |
| 5Y | -53.4% | -65.0% | +11.6% | -55.1% |
| 10Y | +23.2% | +10.3% | +12.9% | +13.5% |
| All | +333.5% | -91.6% | +425.1% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling