-12.0%
FXI vs IOVA
+254.2%
-266.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | -2.8% | -2.2% | -0.6% | -2.7% |
| 30D | -5.3% | +31.7% | -37.0% | -6.0% |
| 3M | +0.3% | +117.3% | -116.9% | -2.0% |
| 6M | -4.6% | +55.8% | -60.4% | -6.3% |
| YTD | -9.1% | +208.8% | -217.9% | -12.5% |
| 1Y | -12.0% | +255.7% | -267.7% | -15.9% |
| All | -12.0% | +254.2% | -266.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling