-4.7%
FXI vs ITOT
+20.8%
-25.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | +1.9% | +2.0% | 0.0% | +0.4% |
| 6M | -0.2% | +13.0% | -13.2% | -10.7% |
| YTD | -5.6% | +14.0% | -19.6% | -16.3% |
| 1Y | -4.7% | +19.9% | -24.6% | -17.5% |
| All | -4.7% | +20.8% | -25.5% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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