-43.6%
SWKS vs IQV
+9.4%
-52.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.1% |
| 7D | -6.2% | +1.7% | -7.8% | -6.8% |
| 30D | -1.5% | +5.3% | -6.8% | -3.7% |
| 3M | +23.0% | +17.0% | +6.0% | +14.5% |
| 6M | +27.6% | +54.0% | -26.4% | +2.4% |
| YTD | +32.3% | +20.6% | +11.7% | +17.8% |
| 1Y | +20.1% | +28.9% | -8.8% | +2.9% |
| 3Y | +0.6% | +37.0% | -36.4% | -21.1% |
| All | -43.6% | +9.4% | -52.9% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 5y: compounded portfolio wealth divided by compounded IQV 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…
5y analysis · Full analysis span regression · 6 months rolling