+306.5%
IVV vs FXI
+19.8%
+286.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +5.7% | -8.4% | -4.5% |
| 30D | -5.4% | +4.6% | -9.9% | -6.8% |
| 3M | -4.1% | -2.8% | -1.3% | -3.3% |
| 6M | +0.7% | -6.1% | +6.8% | +2.5% |
| YTD | +8.7% | -8.0% | +16.8% | +11.3% |
| 1Y | +11.0% | -11.3% | +22.3% | +15.0% |
| 3Y | +75.4% | +42.6% | +32.8% | +49.7% |
| 5Y | +68.3% | -0.1% | +68.4% | +62.9% |
| All | +306.5% | +19.8% | +286.8% | +265.5% |
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