-8.4%
IP vs SWK
-24.2%
+15.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.1% | -11.6% | -4.3% |
| 7D | +3.4% | +17.9% | -14.5% | -4.2% |
| 30D | +11.2% | +31.9% | -20.7% | -2.1% |
| 3M | -14.8% | +16.6% | -31.3% | -20.7% |
| 6M | +17.3% | +61.1% | -43.8% | -4.8% |
| YTD | -6.2% | +64.2% | -70.4% | -24.8% |
| 1Y | +2.3% | +85.2% | -82.9% | -22.0% |
| 3Y | +17.7% | +50.2% | -32.5% | -6.9% |
| 5Y | -8.4% | -22.8% | +14.4% | -13.1% |
| All | -8.4% | -24.2% | +15.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling