+46.0%
SWKS vs IVZ
+44.4%
+1.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.8% | +6.4% |
| 7D | +5.7% | -2.8% | +8.4% | +6.8% |
| 30D | +17.3% | -2.2% | +19.5% | +17.9% |
| 3M | +28.3% | -8.1% | +36.4% | +32.6% |
| 6M | +26.1% | +3.8% | +22.3% | +22.4% |
| YTD | +41.1% | +11.5% | +29.6% | +30.7% |
| 1Y | +31.4% | +23.7% | +7.7% | +15.4% |
| 3Y | +7.3% | +145.8% | -138.5% | -34.8% |
| 5Y | -37.7% | +36.1% | -73.8% | -51.2% |
| 10Y | +46.0% | +42.4% | +3.6% | -0.8% |
| All | +46.0% | +44.4% | +1.6% | -0.8% |
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