The characters: Midna, Rosalina, Adam Malkovich, etc. are all new IPs. Granted, they do appear in existing IPs, but they are new at least. I should point out that this is often how new IPs get created. They get spun off of older established IPs. As a matter of fact, Mario himself is a spin off of the Donkey Kong franchise...
At this time these characters don't appear outside of their parent IPs. But there could come a day when Nintendo makes "The Adventures of Midna" or something like that, which would kinda be set in the Zelda universe, but it wouldn't have Zelda, Ganon, Link, or the Tri-force. So by rights it would be a new IP, even though it has roots in an older one.