-12.3%
IP vs SWK
-25.4%
+13.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -2.8% |
| 7D | -5.0% | +11.3% | -16.2% | -9.7% |
| 30D | +6.5% | +28.1% | -21.6% | -4.9% |
| 3M | -18.0% | +12.6% | -30.6% | -22.5% |
| 6M | +10.3% | +51.7% | -41.4% | -8.1% |
| YTD | -9.9% | +60.0% | -69.8% | -26.9% |
| 1Y | -1.1% | +72.7% | -73.7% | -22.3% |
| 3Y | +13.0% | +46.3% | -33.3% | -9.5% |
| 5Y | -12.3% | -24.6% | +12.4% | -15.8% |
| All | -12.3% | -25.4% | +13.2% | -15.8% |
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