+17.0%
IEFA vs SWK
+87.6%
-70.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.1% | -10.6% | -0.7% |
| 7D | +1.9% | +17.9% | -16.0% | -2.3% |
| 30D | +1.4% | +31.9% | -30.5% | -5.5% |
| 3M | -1.4% | +16.6% | -18.0% | -5.3% |
| 6M | +6.3% | +61.1% | -54.8% | -6.3% |
| YTD | +11.9% | +64.2% | -52.3% | -2.9% |
| 1Y | +17.0% | +85.2% | -68.2% | -1.4% |
| All | +17.0% | +87.6% | -70.7% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling