-6.6%
FXI vs IBN
+54.0%
-60.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -2.8% | -5.1% | +2.3% | -1.3% |
| 30D | -5.3% | -3.5% | -1.8% | -4.3% |
| 3M | +0.3% | +11.3% | -11.0% | -3.0% |
| 6M | -4.6% | +4.4% | -9.0% | -6.1% |
| YTD | -9.1% | -1.8% | -7.3% | -9.0% |
| 1Y | -12.0% | -8.0% | -4.0% | -10.3% |
| 3Y | +38.6% | +27.1% | +11.6% | +23.4% |
| 5Y | -6.6% | +54.5% | -61.1% | -24.2% |
| All | -6.6% | +54.0% | -60.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling