+1,704.7%
SWKS vs IVZ
+897.2%
+807.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +6.0% | +1.8% |
| 7D | -9.2% | -6.7% | -2.5% | -6.4% |
| 30D | -1.9% | -10.9% | +9.0% | +3.3% |
| 3M | +21.2% | -14.8% | +36.1% | +30.2% |
| 6M | +12.9% | +2.4% | +10.5% | +10.3% |
| YTD | +30.7% | +5.4% | +25.3% | +24.6% |
| 1Y | +14.1% | +19.6% | -5.4% | +2.1% |
| 3Y | -1.7% | +122.4% | -124.1% | -36.8% |
| 5Y | -43.0% | +28.8% | -71.8% | -53.1% |
| 10Y | +34.3% | +52.3% | -18.0% | -10.7% |
| All | +1,704.7% | +897.2% | +807.5% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling