+35.3%
SWKS vs IVZ
+48.7%
-13.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -4.5% |
| 30D | +8.3% | -2.2% | +10.5% | +8.9% |
| 3M | +20.2% | -8.4% | +28.7% | +24.5% |
| 6M | +24.9% | +6.2% | +18.8% | +20.0% |
| YTD | +33.2% | +12.4% | +20.8% | +22.9% |
| 1Y | +23.6% | +26.0% | -2.4% | +7.5% |
| 3Y | +1.3% | +147.9% | -146.6% | -38.7% |
| 5Y | -40.6% | +38.8% | -79.4% | -53.8% |
| 10Y | +35.3% | +44.6% | -9.3% | -8.6% |
| All | +35.3% | +48.7% | -13.4% | -8.6% |
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