+213.4%
FXI vs IWD
+586.5%
-373.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +5.7% | -0.5% | +6.1% | +6.1% |
| 30D | +4.6% | +2.7% | +1.9% | +1.5% |
| 3M | -2.8% | +0.9% | -3.7% | -3.9% |
| 6M | -6.1% | +10.5% | -16.6% | -16.4% |
| YTD | -8.0% | +23.7% | -31.7% | -27.9% |
| 1Y | -11.3% | +28.7% | -40.1% | -33.5% |
| 3Y | +42.6% | +79.7% | -37.1% | -27.5% |
| 5Y | -0.1% | +69.7% | -69.8% | -46.5% |
| 10Y | +22.7% | +211.4% | -188.7% | -71.5% |
| All | +213.4% | +586.5% | -373.0% | -66.2% |
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