+209.9%
FXI vs IJR
+676.0%
-466.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.4% |
| 7D | -2.8% | -1.1% | -1.7% | -1.9% |
| 30D | -5.3% | -3.6% | -1.7% | -2.4% |
| 3M | +0.3% | +2.3% | -2.0% | -1.9% |
| 6M | -4.6% | +14.3% | -18.9% | -15.2% |
| YTD | -9.1% | +19.3% | -28.4% | -22.2% |
| 1Y | -12.0% | +22.6% | -34.6% | -26.7% |
| 3Y | +38.6% | +53.5% | -14.9% | -8.7% |
| 5Y | -6.6% | +39.9% | -46.5% | -34.8% |
| 10Y | +15.0% | +172.1% | -157.0% | -63.2% |
| All | +209.9% | +676.0% | -466.1% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling