+14.2%
FXI vs IWD
+195.2%
-181.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -1.8% |
| 7D | -1.0% | -0.2% | -0.8% | -0.8% |
| 30D | -3.2% | -0.8% | -2.4% | -2.7% |
| 3M | +1.7% | +8.0% | -6.4% | -4.2% |
| 6M | -1.6% | +18.2% | -19.7% | -13.3% |
| YTD | -7.9% | +22.3% | -30.2% | -20.9% |
| 1Y | -9.6% | +28.9% | -38.5% | -25.4% |
| 3Y | +40.5% | +71.5% | -31.1% | -6.6% |
| 5Y | -6.2% | +73.6% | -79.8% | -38.3% |
| 10Y | +14.2% | +194.7% | -180.5% | -51.5% |
| All | +14.2% | +195.2% | -181.0% | -51.5% |
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