+65.6%
IYR vs FXI
+16.6%
+49.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -2.8% | -2.8% | 0.0% | -2.1% |
| 30D | -2.5% | -3.7% | +1.1% | -1.6% |
| 3M | -3.0% | -0.4% | -2.5% | -3.0% |
| 6M | +1.6% | -5.4% | +7.1% | +2.9% |
| YTD | +7.3% | -9.6% | +16.9% | +9.8% |
| 1Y | +5.6% | -11.9% | +17.5% | +8.6% |
| 3Y | +28.1% | +37.8% | -9.7% | +14.0% |
| 5Y | +6.1% | -7.0% | +13.1% | +5.1% |
| All | +65.6% | +16.6% | +49.1% | +46.6% |
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 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