+29.3%
IYR vs FXI
+36.5%
-7.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -0.9% | -2.8% | +1.9% | -0.5% |
| 30D | -2.4% | -5.3% | +3.0% | -1.5% |
| 3M | -2.0% | +0.3% | -2.4% | -2.1% |
| 6M | +2.5% | -4.6% | +7.1% | +3.2% |
| YTD | +8.3% | -9.1% | +17.4% | +9.8% |
| 1Y | +6.5% | -12.0% | +18.4% | +8.4% |
| All | +29.3% | +36.5% | -7.2% | +24.5% |
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