+14.2%
FXI vs IVZ
+64.1%
-49.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.8% | -2.4% | -0.4% | -2.1% |
| 30D | -3.7% | +2.5% | -6.2% | -4.4% |
| 3M | -0.4% | +17.1% | -17.5% | -5.2% |
| 6M | -5.4% | +35.1% | -40.6% | -13.9% |
| YTD | -9.6% | +24.3% | -33.9% | -16.0% |
| 1Y | -11.9% | +48.7% | -60.6% | -22.4% |
| 3Y | +37.8% | +135.6% | -97.8% | +3.3% |
| 5Y | -7.0% | +60.3% | -67.4% | -24.4% |
| All | +14.2% | +64.1% | -49.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling