+14.2%
FXI vs IOVA
+3.8%
+10.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | -0.3% |
| 7D | -2.8% | -6.4% | +3.6% | -2.3% |
| 30D | -3.7% | +25.4% | -29.1% | -5.5% |
| 3M | -0.4% | +115.3% | -115.8% | -7.2% |
| 6M | -5.4% | +56.5% | -62.0% | -10.3% |
| YTD | -9.6% | +198.2% | -207.8% | -19.3% |
| 1Y | -11.9% | +242.0% | -253.9% | -22.9% |
| 3Y | +37.8% | +36.8% | +1.0% | +20.4% |
| 5Y | -7.0% | -64.3% | +57.2% | -14.2% |
| All | +14.2% | +3.8% | +10.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling