-6.2%
FXI vs IOVA
-63.5%
+57.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.4% |
| 7D | -1.0% | +5.1% | -6.0% | -1.3% |
| 30D | -3.2% | +37.2% | -40.5% | -5.6% |
| 3M | +1.7% | +117.5% | -115.8% | -5.1% |
| 6M | -1.6% | +69.6% | -71.1% | -7.0% |
| YTD | -7.9% | +218.7% | -226.6% | -18.0% |
| 1Y | -9.6% | +265.5% | -275.2% | -21.1% |
| 3Y | +40.5% | +46.2% | -5.8% | +21.7% |
| 5Y | -6.2% | -63.2% | +57.0% | -14.6% |
| All | -6.2% | -63.5% | +57.3% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling