+221.8%
FXI vs IVZ
+504.1%
-282.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | -0.6% | +4.0% | -4.6% | -2.3% |
| 3M | +1.9% | +18.2% | -16.3% | -5.7% |
| 6M | -0.2% | +32.8% | -33.0% | -12.7% |
| YTD | -5.6% | +28.7% | -34.3% | -16.8% |
| 1Y | -4.7% | +55.4% | -60.0% | -22.8% |
| 3Y | +38.0% | +135.2% | -97.2% | -10.8% |
| 5Y | -2.7% | +64.2% | -66.9% | -29.5% |
| 10Y | +19.9% | +64.6% | -44.7% | -25.7% |
| All | +221.8% | +504.1% | -282.3% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling