+215.7%
IEFA vs FXI
+30.4%
+185.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.4% |
| 7D | +1.2% | -1.0% | +2.1% | +1.5% |
| 30D | -0.6% | -3.2% | +2.7% | +0.6% |
| 3M | +6.2% | +1.7% | +4.5% | +5.3% |
| 6M | +11.2% | -1.6% | +12.7% | +11.7% |
| YTD | +14.2% | -7.9% | +22.1% | +17.5% |
| 1Y | +20.0% | -9.6% | +29.6% | +24.2% |
| 3Y | +68.8% | +40.5% | +28.3% | +42.7% |
| 5Y | +52.7% | -6.2% | +58.9% | +48.4% |
| 10Y | +144.2% | +14.2% | +130.1% | +109.8% |
| All | +215.7% | +30.4% | +185.2% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling