+32.4%
SWKS vs IEFA
+147.9%
-115.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.3% | -3.3% |
| 7D | -2.7% | +1.1% | -3.8% | -4.5% |
| 30D | +8.5% | +1.2% | +7.3% | +6.4% |
| 3M | +17.3% | -3.4% | +20.7% | +22.3% |
| 6M | +25.1% | +2.0% | +23.1% | +21.8% |
| YTD | +33.3% | +11.0% | +22.4% | +13.9% |
| 1Y | +22.9% | +15.2% | +7.7% | -0.3% |
| 3Y | +5.5% | +68.4% | -62.9% | -48.6% |
| 5Y | -41.9% | +48.4% | -90.3% | -65.8% |
| 10Y | +32.4% | +146.4% | -114.0% | -58.3% |
| All | +32.4% | +147.9% | -115.5% | -58.3% |
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