+153.1%
IWM vs FXI
+21.5%
+131.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | +5.7% | -7.7% | -4.2% |
| 30D | -1.5% | +4.6% | -6.0% | -3.3% |
| 3M | -8.0% | -2.8% | -5.2% | -7.1% |
| 6M | -4.1% | -6.1% | +2.0% | -2.0% |
| YTD | +11.9% | -8.0% | +20.0% | +15.2% |
| 1Y | +15.0% | -11.3% | +26.3% | +20.1% |
| 3Y | +64.2% | +42.6% | +21.6% | +36.1% |
| 5Y | +20.4% | -0.1% | +20.5% | +15.6% |
| All | +153.1% | +21.5% | +131.6% | +121.9% |
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