+4.4%
FXI vs IOT
+54.4%
-50.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -3.7% | -4.7% | +1.0% | -3.2% |
| 3M | -0.4% | +17.8% | -18.2% | -3.1% |
| 6M | -5.4% | +16.8% | -22.3% | -8.5% |
| YTD | -9.6% | +8.4% | -18.1% | -12.2% |
| 1Y | -11.9% | -0.8% | -11.1% | -13.7% |
| 3Y | +37.8% | +25.7% | +12.1% | +23.9% |
| All | +4.4% | +54.4% | -50.0% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling