+209.9%
FXI vs ITOT
+885.3%
-675.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.7% |
| 7D | -2.8% | -0.4% | -2.4% | -2.4% |
| 30D | -5.3% | -1.6% | -3.7% | -3.6% |
| 3M | +0.3% | +3.5% | -3.2% | -4.0% |
| 6M | -4.6% | +13.1% | -17.7% | -17.7% |
| YTD | -9.1% | +12.7% | -21.8% | -21.3% |
| 1Y | -12.0% | +18.3% | -30.3% | -28.0% |
| 3Y | +38.6% | +76.4% | -37.7% | -31.1% |
| 5Y | -6.6% | +73.8% | -80.3% | -54.0% |
| 10Y | +15.0% | +301.2% | -286.2% | -82.8% |
| All | +209.9% | +885.3% | -675.4% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling