-53.0%
SWKS vs IVZ
+64.2%
-117.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.9% |
| 7D | +12.5% | +0.6% | +11.9% | +12.0% |
| 30D | +10.5% | +4.0% | +6.5% | +8.0% |
| 3M | -7.4% | +18.2% | -25.6% | -15.7% |
| 6M | +32.7% | +32.8% | -0.2% | +12.5% |
| YTD | +19.2% | +28.7% | -9.6% | +1.8% |
| 1Y | +2.4% | +55.4% | -53.0% | -21.6% |
| 3Y | -25.6% | +135.2% | -160.8% | -57.4% |
| All | -53.0% | +64.2% | -117.2% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling