-9.6%
FXI vs ILMN
+113.9%
-123.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.3% |
| 7D | -1.0% | +1.9% | -2.9% | -1.0% |
| 30D | -3.2% | +12.3% | -15.5% | -3.7% |
| 3M | +1.7% | +33.5% | -31.9% | +0.4% |
| 6M | -1.6% | +69.4% | -70.9% | -4.0% |
| YTD | -7.9% | +60.9% | -68.8% | -10.0% |
| 1Y | -9.6% | +115.0% | -124.6% | -12.6% |
| All | -9.6% | +113.9% | -123.5% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling