+879.9%
IVV vs FXI
+213.1%
+666.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.8% |
| 7D | -4.8% | +6.9% | -11.6% | -7.2% |
| 30D | -5.9% | +3.5% | -9.4% | -7.2% |
| 3M | -4.5% | -3.2% | -1.4% | -3.5% |
| 6M | +1.8% | -3.5% | +5.4% | +2.8% |
| YTD | +8.4% | -8.1% | +16.4% | +11.3% |
| 1Y | +9.4% | -10.5% | +19.9% | +13.5% |
| 3Y | +75.3% | +43.0% | +32.2% | +46.1% |
| 5Y | +67.8% | -0.1% | +67.9% | +54.9% |
| 10Y | +314.2% | +22.7% | +291.5% | +243.0% |
| All | +879.9% | +213.1% | +666.8% | +406.8% |
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 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