+200.3%
FXI vs ILMN
+6,427.8%
-6,227.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -2.0% | -22.7% | +20.7% | +2.7% |
| 3M | -5.0% | +8.6% | -13.6% | -8.3% |
| 6M | -9.6% | +43.8% | -53.5% | -18.6% |
| YTD | -11.9% | +59.8% | -71.7% | -23.2% |
| 1Y | -16.7% | +71.8% | -88.4% | -28.6% |
| 3Y | +40.6% | +119.0% | -78.4% | +8.8% |
| 5Y | -9.1% | -43.8% | +34.7% | -6.9% |
| 10Y | +18.4% | +56.4% | -38.0% | -9.4% |
| All | +200.3% | +6,427.8% | -6,227.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling