-41.2%
SWKS vs IVZ
+38.7%
-79.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -4.7% |
| 30D | +8.3% | -2.2% | +10.5% | +8.9% |
| 3M | +20.2% | -8.4% | +28.7% | +25.1% |
| 6M | +24.9% | +6.2% | +18.8% | +19.2% |
| YTD | +33.2% | +12.4% | +20.8% | +21.2% |
| 1Y | +23.6% | +26.0% | -2.4% | +4.9% |
| 3Y | +1.3% | +147.9% | -146.6% | -45.8% |
| All | -41.2% | +38.7% | -79.9% | -57.2% |
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