-25.2%
SWKS vs IP
+21.5%
-46.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.0% |
| 7D | +12.5% | -5.3% | +17.8% | +13.9% |
| 30D | +10.5% | -10.9% | +21.3% | +13.4% |
| 3M | -7.4% | +11.2% | -18.6% | -10.1% |
| 6M | +32.7% | -10.2% | +42.9% | +36.4% |
| YTD | +19.2% | -2.0% | +21.1% | +18.8% |
| 1Y | +2.4% | -19.1% | +21.5% | +8.1% |
| All | -25.2% | +21.5% | -46.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling