+32.1%
SWKS vs IVZ
+48.5%
-16.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | -2.4% | -3.7% | -5.3% |
| 30D | -1.5% | -11.2% | +9.7% | +3.9% |
| 3M | +23.0% | -14.0% | +36.9% | +31.4% |
| 6M | +27.6% | +0.5% | +27.1% | +26.0% |
| YTD | +32.3% | +5.4% | +26.9% | +26.1% |
| 1Y | +20.1% | +19.5% | +0.7% | +7.4% |
| 3Y | +0.6% | +128.7% | -128.1% | -36.4% |
| 5Y | -42.3% | +28.8% | -71.1% | -53.4% |
| All | +32.1% | +48.5% | -16.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling