+11.5%
SWKS vs IVZ
+152.3%
-140.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.2% |
| 7D | +9.4% | +7.6% | +1.8% | +5.5% |
| 30D | +17.0% | +4.3% | +12.6% | +14.0% |
| 3M | +28.9% | -9.3% | +38.3% | +34.3% |
| 6M | +33.1% | +5.2% | +27.9% | +28.3% |
| YTD | +44.8% | +13.4% | +31.3% | +32.5% |
| 1Y | +36.2% | +25.4% | +10.8% | +17.7% |
| 3Y | +11.5% | +152.5% | -141.0% | -36.5% |
| All | +11.5% | +152.3% | -140.8% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling