+310.4%
IYR vs FXI
+200.0%
+110.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -4.2% | +4.8% | +2.6% |
| 30D | +6.6% | -1.1% | +7.7% | +7.1% |
| 3M | -1.8% | -4.0% | +2.1% | -0.2% |
| 6M | +1.4% | -11.8% | +13.3% | +6.9% |
| YTD | +10.5% | -11.9% | +22.4% | +16.1% |
| 1Y | +10.6% | -16.1% | +26.8% | +18.8% |
| 3Y | +41.8% | +38.8% | +3.0% | +14.4% |
| 5Y | +6.0% | -9.1% | +15.1% | -0.7% |
| 10Y | +86.7% | +18.4% | +68.3% | +42.7% |
| All | +310.4% | +200.0% | +110.3% | +100.4% |
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