+19.2%
FXI vs IWD
+203.0%
-183.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -4.2% | +2.3% | -6.5% | -5.8% |
| 30D | -1.1% | +3.6% | -4.7% | -3.8% |
| 3M | -4.0% | +2.2% | -6.1% | -5.6% |
| 6M | -11.8% | +13.0% | -24.8% | -19.7% |
| YTD | -11.9% | +26.5% | -38.4% | -26.3% |
| 1Y | -16.1% | +30.1% | -46.3% | -31.3% |
| 3Y | +38.8% | +84.9% | -46.1% | -12.6% |
| 5Y | -9.1% | +73.4% | -82.4% | -40.1% |
| All | +19.2% | +203.0% | -183.9% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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