+306.7%
IYR vs FXI
+213.7%
+93.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.0% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | -2.5% | -3.2% | +0.7% | -1.1% |
| 3M | +1.5% | +1.7% | -0.2% | +0.4% |
| 6M | +3.9% | -1.6% | +5.4% | +4.1% |
| YTD | +9.5% | -7.9% | +17.4% | +12.9% |
| 1Y | +7.5% | -9.6% | +17.1% | +11.4% |
| 3Y | +30.8% | +40.5% | -9.7% | +5.1% |
| 5Y | +4.8% | -6.2% | +11.0% | -3.5% |
| 10Y | +64.3% | +14.2% | +50.2% | +28.6% |
| All | +306.7% | +213.7% | +93.0% | +94.8% |
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