-11.9%
FXI vs IVZ
+48.1%
-60.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.3% |
| 30D | -3.7% | +2.5% | -6.2% | -4.2% |
| 3M | -0.4% | +17.1% | -17.5% | -4.2% |
| 6M | -5.4% | +35.1% | -40.6% | -12.6% |
| YTD | -9.6% | +24.3% | -33.9% | -15.7% |
| 1Y | -11.9% | +48.7% | -60.6% | -21.8% |
| All | -11.9% | +48.1% | -60.1% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling