+14.7%
FXI vs IJR
+172.1%
-157.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -3.9% | -2.2% | -1.7% | -2.7% |
| 30D | -2.1% | -4.6% | +2.5% | +0.4% |
| 3M | -0.5% | +0.2% | -0.7% | -0.8% |
| 6M | -4.5% | +14.7% | -19.3% | -11.5% |
| YTD | -9.2% | +18.9% | -28.1% | -17.6% |
| 1Y | -13.8% | +19.9% | -33.7% | -22.2% |
| 3Y | +36.6% | +53.0% | -16.4% | +5.8% |
| 5Y | -6.7% | +40.9% | -47.5% | -25.0% |
| All | +14.7% | +172.1% | -157.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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