+20.1%
FXI vs ILMN
+61.7%
-41.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.5% |
| 7D | +4.4% | -2.6% | +6.9% | +4.7% |
| 30D | +1.2% | -20.6% | +21.9% | +5.1% |
| 3M | -4.2% | +17.5% | -21.6% | -8.9% |
| 6M | -6.2% | +55.6% | -61.8% | -16.6% |
| YTD | -8.8% | +68.3% | -77.1% | -20.9% |
| 1Y | -11.6% | +81.1% | -92.7% | -24.7% |
| 3Y | +45.1% | +112.2% | -67.0% | +13.7% |
| 5Y | -1.2% | -42.6% | +41.4% | +3.8% |
| 10Y | +20.1% | +70.5% | -50.4% | +4.0% |
| All | +20.1% | +61.7% | -41.6% | +4.0% |
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