+36.6%
FXI vs IJR
+52.1%
-15.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.9% | -2.2% | -1.7% | -2.9% |
| 30D | -2.1% | -4.6% | +2.5% | 0.0% |
| 3M | -0.5% | +0.2% | -0.7% | -0.7% |
| 6M | -4.5% | +14.7% | -19.3% | -10.6% |
| YTD | -9.2% | +18.9% | -28.1% | -16.4% |
| 1Y | -13.8% | +19.9% | -33.7% | -21.0% |
| 3Y | +36.6% | +53.0% | -16.4% | +8.3% |
| All | +36.6% | +52.1% | -15.5% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling