+200.3%
FXI vs IWF
+1,182.7%
-982.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.1% |
| 7D | -4.2% | +2.8% | -7.0% | -7.1% |
| 30D | -1.1% | -7.5% | +6.4% | +6.1% |
| 3M | -4.0% | -8.5% | +4.5% | +3.9% |
| 6M | -11.8% | -7.4% | -4.4% | -6.7% |
| YTD | -11.9% | -2.6% | -9.3% | -11.9% |
| 1Y | -16.1% | -1.8% | -14.3% | -16.9% |
| 3Y | +38.8% | +65.5% | -26.7% | -26.3% |
| 5Y | -9.1% | +55.8% | -64.9% | -50.6% |
| 10Y | +18.4% | +384.9% | -366.4% | -87.3% |
| All | +200.3% | +1,182.7% | -982.5% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling