-16.7%
FXI vs IWD
+28.5%
-45.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -4.2% | +1.7% | -5.9% | -5.3% |
| 30D | -2.0% | +3.2% | -5.2% | -4.5% |
| 3M | -5.0% | +2.3% | -7.3% | -6.8% |
| 6M | -9.6% | +12.9% | -22.6% | -18.5% |
| YTD | -11.9% | +26.2% | -38.1% | -28.0% |
| 1Y | -16.7% | +28.3% | -44.9% | -32.6% |
| All | -16.7% | +28.5% | -45.2% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling