+6.3%
FXI vs IOVA
-92.7%
+99.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.7% | +4.4% | -1.2% |
| 7D | -4.2% | -1.4% | -2.8% | -4.2% |
| 30D | -2.0% | -47.4% | +45.4% | -0.9% |
| 3M | -5.0% | +13.2% | -18.2% | -5.7% |
| 6M | -9.6% | +114.3% | -124.0% | -11.9% |
| YTD | -11.9% | +179.5% | -191.4% | -14.9% |
| 1Y | -16.7% | +200.4% | -217.0% | -19.7% |
| 3Y | +40.6% | +92.2% | -51.6% | +34.6% |
| 5Y | -9.1% | -63.8% | +54.7% | -11.5% |
| 10Y | +18.4% | +0.4% | +18.0% | +13.0% |
| All | +6.3% | -92.7% | +99.0% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling