+317.0%
SWKS vs IEFA
+217.0%
+100.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +12.5% | +0.6% | +11.9% | +11.6% |
| 30D | +10.5% | +1.0% | +9.5% | +9.0% |
| 3M | -7.4% | +4.7% | -12.1% | -12.5% |
| 6M | +32.7% | +8.6% | +24.1% | +18.2% |
| YTD | +19.2% | +14.8% | +4.3% | -1.7% |
| 1Y | +2.4% | +22.6% | -20.2% | -22.5% |
| 3Y | -25.6% | +67.0% | -92.6% | -62.2% |
| 5Y | -53.4% | +52.3% | -105.7% | -72.9% |
| 10Y | +23.2% | +147.3% | -124.2% | -60.2% |
| All | +317.0% | +217.0% | +100.0% | -17.2% |
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 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