+171.7%
IWM vs FXI
+13.0%
+158.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | -1.1% | -2.8% | +1.6% | 0.0% |
| 30D | -3.1% | -5.3% | +2.2% | -1.0% |
| 3M | +2.2% | +0.3% | +1.9% | +1.9% |
| 6M | +15.1% | -4.6% | +19.7% | +17.0% |
| YTD | +18.6% | -9.1% | +27.7% | +22.7% |
| 1Y | +24.0% | -12.0% | +36.0% | +29.8% |
| 3Y | +63.7% | +38.6% | +25.1% | +37.4% |
| 5Y | +38.2% | -6.6% | +44.8% | +37.4% |
| 10Y | +171.7% | +15.0% | +156.7% | +137.0% |
| All | +171.7% | +13.0% | +158.7% | +137.0% |
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