+221.8%
FXI vs IAG
+175.0%
+46.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +1.0% | -0.5% | +1.6% | +1.1% |
| 30D | -0.6% | +28.9% | -29.4% | -3.7% |
| 3M | +1.9% | +19.1% | -17.2% | -0.8% |
| 6M | -0.2% | -10.3% | +10.1% | 0.0% |
| YTD | -5.6% | +24.2% | -29.8% | -9.5% |
| 1Y | -4.7% | +116.5% | -121.2% | -14.9% |
| 3Y | +38.0% | +742.8% | -704.8% | +1.6% |
| 5Y | -2.7% | +753.3% | -756.0% | -31.2% |
| 10Y | +19.9% | +403.2% | -383.3% | -18.1% |
| All | +221.8% | +175.0% | +46.8% | +65.7% |
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