+22.9%
IP vs SWK
+2.4%
+20.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | -5.3% | -0.4% | -4.8% | -5.0% |
| 30D | -10.9% | -5.7% | -5.1% | -8.1% |
| 3M | +11.2% | +24.1% | -12.9% | +0.3% |
| 6M | -10.2% | +24.7% | -34.9% | -19.6% |
| YTD | -2.0% | +33.9% | -35.9% | -15.2% |
| 1Y | -19.1% | +34.7% | -53.8% | -30.5% |
| 3Y | +20.9% | +15.3% | +5.6% | +6.4% |
| 5Y | -17.8% | -39.3% | +21.5% | -4.1% |
| All | +22.9% | +2.4% | +20.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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