+36.8%
FXI vs IWF
+77.2%
-40.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | -5.3% | -1.4% | -3.9% | -4.8% |
| 3M | +0.3% | +0.4% | -0.1% | -0.1% |
| 6M | -4.6% | +8.5% | -13.0% | -8.7% |
| YTD | -9.1% | +3.7% | -12.8% | -11.1% |
| 1Y | -12.0% | +8.5% | -20.4% | -15.7% |
| All | +36.8% | +77.2% | -40.4% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling