-53.0%
SWKS vs IP
-17.2%
-35.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | +12.5% | -5.3% | +17.8% | +14.4% |
| 30D | +10.5% | -10.9% | +21.3% | +14.5% |
| 3M | -7.4% | +11.2% | -18.6% | -11.2% |
| 6M | +32.7% | -10.2% | +42.9% | +36.1% |
| YTD | +19.2% | -2.0% | +21.1% | +17.5% |
| 1Y | +2.4% | -19.1% | +21.5% | +8.3% |
| 3Y | -25.6% | +20.9% | -46.5% | -37.5% |
| All | -53.0% | -17.2% | -35.8% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling