+19.2%
FXI vs ILMN
+56.2%
-37.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | -2.0% | -22.7% | +20.7% | +2.2% |
| 3M | -5.0% | +8.6% | -13.6% | -8.2% |
| 6M | -9.6% | +43.8% | -53.5% | -18.3% |
| YTD | -11.9% | +59.8% | -71.7% | -22.8% |
| 1Y | -16.7% | +71.8% | -88.4% | -28.2% |
| 3Y | +40.6% | +119.0% | -78.4% | +9.1% |
| 5Y | -9.1% | -43.8% | +34.7% | -4.2% |
| All | +19.2% | +56.2% | -37.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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