+36.6%
FXI vs IOT
+23.8%
+12.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -3.9% | -4.5% | +0.7% | -3.5% |
| 30D | -2.1% | -2.4% | +0.3% | -2.0% |
| 3M | -0.5% | +19.0% | -19.4% | -2.2% |
| 6M | -4.5% | +19.6% | -24.2% | -6.5% |
| YTD | -9.2% | +8.3% | -17.5% | -10.7% |
| 1Y | -13.8% | -0.8% | -13.0% | -14.5% |
| 3Y | +36.6% | +24.4% | +12.2% | +29.5% |
| All | +36.6% | +23.8% | +12.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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