+210.8%
FXI vs IBB
+896.6%
-685.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -2.7% |
| 7D | +4.4% | +2.7% | +1.7% | +2.3% |
| 30D | +1.2% | +6.3% | -5.1% | -3.2% |
| 3M | -4.2% | +11.1% | -15.2% | -11.4% |
| 6M | -6.2% | +29.2% | -35.5% | -22.3% |
| YTD | -8.8% | +30.2% | -39.0% | -25.2% |
| 1Y | -11.6% | +39.5% | -51.1% | -31.0% |
| 3Y | +45.1% | +92.3% | -47.2% | -11.2% |
| 5Y | -1.2% | +43.0% | -44.2% | -26.9% |
| 10Y | +20.1% | +137.1% | -117.0% | -43.0% |
| All | +210.8% | +896.6% | -685.7% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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