+143.5%
IWM vs FXI
+19.2%
+124.3%
-41.1%
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 | +1.4% | -4.2% | +5.6% | +3.1% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | -8.3% | -4.0% | -4.4% | -7.0% |
| 6M | -1.3% | -11.8% | +10.5% | +3.4% |
| YTD | +13.5% | -11.9% | +25.4% | +18.8% |
| 1Y | +18.4% | -16.1% | +34.5% | +26.3% |
| 3Y | +69.6% | +38.8% | +30.8% | +41.9% |
| 5Y | +23.3% | -9.1% | +32.3% | +24.2% |
| All | +143.5% | +19.2% | +124.3% | +110.0% |
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