+31.0%
SWKS vs IEFA
+143.7%
-112.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.6% |
| 7D | +11.8% | +1.2% | +10.7% | +10.1% |
| 30D | +6.7% | -0.6% | +7.3% | +7.5% |
| 3M | 0.0% | +6.2% | -6.2% | -7.7% |
| 6M | +38.7% | +11.2% | +27.6% | +19.3% |
| YTD | +21.4% | +14.2% | +7.2% | +0.2% |
| 1Y | +2.9% | +20.0% | -17.1% | -20.5% |
| 3Y | -16.4% | +68.8% | -85.2% | -59.3% |
| 5Y | -51.2% | +52.7% | -103.8% | -72.2% |
| 10Y | +31.0% | +144.2% | -113.2% | -59.2% |
| All | +31.0% | +143.7% | -112.6% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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