+200.3%
FXI vs IAG
+132.6%
+67.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -4.2% | -7.7% | +3.5% | -3.4% |
| 30D | -1.1% | +1.6% | -2.7% | -1.5% |
| 3M | -4.0% | -2.4% | -1.5% | -4.1% |
| 6M | -11.8% | -7.8% | -4.0% | -11.9% |
| YTD | -11.9% | +5.0% | -16.9% | -14.2% |
| 1Y | -16.1% | +25.7% | -41.8% | -20.1% |
| 3Y | +38.8% | +694.5% | -655.7% | +2.7% |
| 5Y | -9.1% | +421.7% | -430.8% | -32.0% |
| 10Y | +18.4% | +382.5% | -364.0% | -18.6% |
| All | +200.3% | +132.6% | +67.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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