+40.0%
IWM vs FXI
-7.1%
+47.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | +1.4% | -1.0% | +2.4% | +1.7% |
| 30D | -2.3% | -3.2% | +0.9% | -1.4% |
| 3M | +4.0% | +1.7% | +2.3% | +3.3% |
| 6M | +17.9% | -1.6% | +19.5% | +18.3% |
| YTD | +20.2% | -7.9% | +28.1% | +22.8% |
| 1Y | +25.0% | -9.6% | +34.6% | +28.3% |
| 3Y | +66.0% | +40.5% | +25.5% | +47.1% |
| 5Y | +40.0% | -6.2% | +46.3% | +42.9% |
| All | +40.0% | -7.1% | +47.2% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling