+19.2%
FXI vs IVZ
+43.7%
-24.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | -4.2% | +7.6% | -11.8% | -6.2% |
| 30D | -1.1% | +4.3% | -5.5% | -2.6% |
| 3M | -4.0% | -9.3% | +5.4% | -1.7% |
| 6M | -11.8% | +5.2% | -17.1% | -13.9% |
| YTD | -11.9% | +13.4% | -25.4% | -16.4% |
| 1Y | -16.1% | +25.4% | -41.5% | -22.8% |
| 3Y | +38.8% | +152.5% | -113.7% | +1.6% |
| 5Y | -9.1% | +36.7% | -45.8% | -23.0% |
| All | +19.2% | +43.7% | -24.5% | +0.3% |
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