+50.1%
IEFA vs FXI
-8.2%
+58.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | -2.1% | -3.7% | +1.6% | -1.1% |
| 3M | +5.5% | -0.4% | +5.9% | +5.5% |
| 6M | +8.1% | -5.4% | +13.5% | +9.7% |
| YTD | +11.9% | -9.6% | +21.5% | +14.9% |
| 1Y | +18.1% | -11.9% | +30.0% | +22.0% |
| 3Y | +65.5% | +37.8% | +27.6% | +48.8% |
| 5Y | +50.1% | -7.0% | +57.1% | +47.7% |
| All | +50.1% | -8.2% | +58.2% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling