+208.1%
FXI vs IJH
+738.5%
-530.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | +0.3% |
| 7D | -2.8% | -2.5% | -0.3% | -0.4% |
| 30D | -3.7% | -5.0% | +1.4% | +1.1% |
| 3M | -0.4% | +0.5% | -0.9% | -1.3% |
| 6M | -5.4% | +8.2% | -13.7% | -12.9% |
| YTD | -9.6% | +12.4% | -22.1% | -20.0% |
| 1Y | -11.9% | +14.4% | -26.3% | -23.5% |
| 3Y | +37.8% | +49.5% | -11.7% | -11.1% |
| 5Y | -7.0% | +47.8% | -54.8% | -40.9% |
| 10Y | +14.3% | +180.4% | -166.0% | -68.1% |
| All | +208.1% | +738.5% | -530.4% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling