+209.9%
FXI vs IFF
+259.5%
-49.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | -2.8% | -3.0% | +0.2% | -1.3% |
| 30D | -5.3% | -0.9% | -4.4% | -5.0% |
| 3M | +0.3% | +11.8% | -11.5% | -6.1% |
| 6M | -4.6% | +16.5% | -21.1% | -14.1% |
| YTD | -9.1% | +26.5% | -35.6% | -22.2% |
| 1Y | -12.0% | +32.7% | -44.7% | -26.9% |
| 3Y | +38.6% | +32.0% | +6.6% | +10.8% |
| 5Y | -6.6% | -36.1% | +29.5% | +5.1% |
| 10Y | +15.0% | -20.1% | +35.1% | -4.4% |
| All | +209.9% | +259.5% | -49.6% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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