+204.2%
FXI vs IWD
+603.4%
-399.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.9% |
| 7D | -1.9% | -0.6% | -1.4% | -1.5% |
| 30D | -0.6% | +3.6% | -4.2% | -4.7% |
| 3M | -4.9% | +2.7% | -7.5% | -7.8% |
| 6M | -8.8% | +13.2% | -22.0% | -21.0% |
| YTD | -10.7% | +26.8% | -37.5% | -31.9% |
| 1Y | -15.2% | +29.3% | -44.5% | -36.8% |
| 3Y | +42.5% | +85.1% | -42.7% | -30.0% |
| 5Y | -7.8% | +74.2% | -82.0% | -52.1% |
| 10Y | +20.0% | +204.6% | -184.6% | -71.1% |
| All | +204.2% | +603.4% | -399.2% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling