+366.0%
SWKS vs IEFA
+204.8%
+161.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -3.1% | +1.1% | -4.3% | -4.9% |
| 30D | +8.3% | +0.7% | +7.7% | +7.0% |
| 3M | +20.2% | -3.4% | +23.6% | +25.2% |
| 6M | +24.9% | +1.5% | +23.4% | +22.6% |
| YTD | +33.2% | +10.4% | +22.8% | +15.2% |
| 1Y | +23.6% | +13.4% | +10.2% | +3.2% |
| 3Y | +1.3% | +66.7% | -65.4% | -48.6% |
| 5Y | -40.6% | +49.5% | -90.1% | -64.7% |
| 10Y | +35.3% | +145.8% | -110.5% | -55.9% |
| All | +366.0% | +204.8% | +161.2% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling