-14.1%
SWKS vs IEFA
+65.6%
-79.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.9% |
| 7D | +6.8% | -0.5% | +7.3% | +7.4% |
| 30D | +11.3% | -1.1% | +12.4% | +12.8% |
| 3M | +4.1% | +5.1% | -1.0% | -2.3% |
| 6M | +39.7% | +9.3% | +30.4% | +23.7% |
| YTD | +23.2% | +13.0% | +10.3% | +3.4% |
| 1Y | +5.3% | +19.2% | -13.9% | -18.2% |
| All | -14.1% | +65.6% | -79.7% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling