+588.9%
IWM vs FXI
+221.5%
+367.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.4% |
| 7D | +0.1% | +1.0% | -1.0% | -0.4% |
| 30D | -1.3% | -0.6% | -0.7% | -1.1% |
| 3M | +1.6% | +1.9% | -0.3% | +0.5% |
| 6M | +13.6% | -0.2% | +13.7% | +13.3% |
| YTD | +20.8% | -5.6% | +26.3% | +23.4% |
| 1Y | +26.4% | -4.7% | +31.1% | +28.5% |
| 3Y | +60.7% | +38.0% | +22.7% | +32.0% |
| 5Y | +38.2% | -2.7% | +40.9% | +28.0% |
| 10Y | +169.5% | +19.9% | +149.6% | +120.3% |
| All | +588.9% | +221.5% | +367.4% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling