-8.4%
FXI vs INDA
+8.7%
-17.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.2% | +1.1% | -5.3% | -4.9% |
| 30D | -1.1% | +9.4% | -10.5% | -6.7% |
| 3M | -4.0% | +2.9% | -6.9% | -5.8% |
| 6M | -11.8% | +7.2% | -19.1% | -16.0% |
| YTD | -11.9% | -4.8% | -7.1% | -9.3% |
| 1Y | -16.1% | -5.1% | -11.0% | -13.5% |
| 3Y | +38.8% | +16.7% | +22.1% | +17.9% |
| All | -8.4% | +8.7% | -17.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling