+18.1%
FXI vs IP
+23.2%
-5.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | +1.0% | -5.3% | +6.3% | +2.4% |
| 30D | -0.6% | -10.9% | +10.3% | +2.2% |
| 3M | +1.9% | +11.2% | -9.3% | -1.7% |
| 6M | -0.2% | -10.2% | +10.1% | +1.2% |
| YTD | -5.6% | -2.0% | -3.6% | -7.1% |
| 1Y | -4.7% | -19.1% | +14.4% | -1.5% |
| 3Y | +38.0% | +20.9% | +17.2% | +22.1% |
| 5Y | -2.7% | -17.8% | +15.1% | -4.5% |
| All | +18.1% | +23.2% | -5.1% | -1.4% |
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