+309.6%
IVV vs FXI
+20.5%
+289.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +0.1% | +4.4% | -4.3% | -1.4% |
| 30D | -3.3% | +1.2% | -4.5% | -3.8% |
| 3M | -2.4% | -4.2% | +1.8% | -1.1% |
| 6M | +2.6% | -6.2% | +8.8% | +4.5% |
| YTD | +11.3% | -8.8% | +20.1% | +14.2% |
| 1Y | +13.4% | -11.6% | +25.1% | +17.6% |
| 3Y | +80.3% | +45.1% | +35.2% | +52.8% |
| 5Y | +72.7% | -1.2% | +73.9% | +67.9% |
| 10Y | +309.6% | +20.1% | +289.6% | +264.8% |
| All | +309.6% | +20.5% | +289.1% | +264.8% |
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