-8.4%
FXI vs IBN
+73.5%
-81.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.2% | +1.9% | -6.1% | -4.8% |
| 30D | -1.1% | +22.1% | -23.2% | -7.1% |
| 3M | -4.0% | +17.1% | -21.1% | -8.7% |
| 6M | -11.8% | +35.5% | -47.4% | -20.1% |
| YTD | -11.9% | +16.8% | -28.7% | -16.5% |
| 1Y | -16.1% | +12.4% | -28.5% | -19.5% |
| 3Y | +38.8% | +58.0% | -19.2% | +13.2% |
| All | -8.4% | +73.5% | -81.9% | -30.7% |
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