+69.6%
IWM vs FXI
+39.4%
+30.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -4.2% | +5.6% | +2.5% |
| 30D | +2.3% | -1.1% | +3.4% | +2.5% |
| 3M | -8.3% | -4.0% | -4.4% | -7.4% |
| 6M | -1.3% | -11.8% | +10.5% | +1.8% |
| YTD | +13.5% | -11.9% | +25.4% | +17.0% |
| 1Y | +18.4% | -16.1% | +34.5% | +23.4% |
| 3Y | +69.6% | +38.8% | +30.8% | +59.6% |
| All | +69.6% | +39.4% | +30.2% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling