+213.9%
FXI vs IEF
+95.0%
+118.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.6% |
| 7D | -1.0% | +0.1% | -1.0% | -0.9% |
| 30D | -3.2% | -0.7% | -2.5% | -4.0% |
| 3M | +1.7% | -0.4% | +2.1% | +1.2% |
| 6M | -1.6% | -2.5% | +0.9% | -4.6% |
| YTD | -7.9% | -1.6% | -6.3% | -9.8% |
| 1Y | -9.6% | -1.3% | -8.3% | -11.1% |
| 3Y | +40.5% | +10.1% | +30.4% | +57.3% |
| 5Y | -6.2% | -8.3% | +2.1% | -23.1% |
| 10Y | +14.2% | +4.5% | +9.7% | +19.9% |
| All | +213.9% | +95.0% | +118.8% | +1,053.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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