+14.7%
FXI vs IJH
+184.0%
-169.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -3.9% | -1.9% | -2.0% | -2.7% |
| 30D | -2.1% | -4.6% | +2.5% | +0.8% |
| 3M | -0.5% | -1.2% | +0.7% | +0.1% |
| 6M | -4.5% | +9.4% | -13.9% | -10.1% |
| YTD | -9.2% | +13.3% | -22.6% | -16.4% |
| 1Y | -13.8% | +13.4% | -27.2% | -20.7% |
| 3Y | +36.6% | +50.4% | -13.9% | +3.3% |
| 5Y | -6.7% | +49.0% | -55.6% | -29.5% |
| All | +14.7% | +184.0% | -169.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling