+14.7%
FXI vs IWF
+422.7%
-408.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -3.9% | -0.9% | -3.0% | -3.3% |
| 30D | -2.1% | -1.7% | -0.4% | -1.1% |
| 3M | -0.5% | +0.7% | -1.1% | -1.3% |
| 6M | -4.5% | +8.6% | -13.1% | -10.1% |
| YTD | -9.2% | +3.5% | -12.8% | -11.9% |
| 1Y | -13.8% | +7.0% | -20.8% | -18.2% |
| 3Y | +36.6% | +76.3% | -39.8% | -10.2% |
| 5Y | -6.7% | +74.8% | -81.4% | -39.2% |
| All | +14.7% | +422.7% | -408.1% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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