+144.6%
IEFA vs FXI
+17.1%
+127.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.6% | -3.9% | +2.3% | -0.1% |
| 30D | -1.5% | -2.1% | +0.6% | -0.8% |
| 3M | +3.4% | -0.5% | +3.9% | +3.4% |
| 6M | +9.5% | -4.5% | +14.0% | +11.2% |
| YTD | +13.0% | -9.2% | +22.3% | +16.8% |
| 1Y | +18.0% | -13.8% | +31.8% | +24.1% |
| 3Y | +65.4% | +36.6% | +28.8% | +42.4% |
| 5Y | +51.6% | -6.7% | +58.2% | +50.1% |
| All | +144.6% | +17.1% | +127.5% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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