+19.1%
FXI vs IP
+26.3%
-7.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +5.7% | -5.1% | +10.7% | +7.0% |
| 30D | +4.6% | +8.5% | -3.9% | +2.3% |
| 3M | -2.8% | -13.8% | +11.1% | +0.5% |
| 6M | -6.1% | +5.7% | -11.8% | -8.6% |
| YTD | -8.0% | -9.1% | +1.1% | -8.0% |
| 1Y | -11.3% | -0.8% | -10.5% | -13.6% |
| 3Y | +42.6% | +14.8% | +27.8% | +27.5% |
| 5Y | -0.1% | -11.5% | +11.5% | -4.7% |
| All | +19.1% | +26.3% | -7.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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