+30.5%
SWKS vs IP
+25.2%
+5.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.4% |
| 7D | -9.2% | -5.0% | -4.2% | -7.4% |
| 30D | -1.9% | +6.5% | -8.4% | -4.7% |
| 3M | +21.2% | -18.0% | +39.3% | +30.9% |
| 6M | +12.9% | +10.3% | +2.6% | +6.0% |
| YTD | +30.7% | -9.9% | +40.6% | +31.3% |
| 1Y | +14.1% | -1.1% | +15.2% | +9.3% |
| 3Y | -1.7% | +13.0% | -14.7% | -17.5% |
| 5Y | -43.0% | -12.3% | -30.7% | -46.3% |
| All | +30.5% | +25.2% | +5.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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