+20.0%
FXI vs IP
+22.3%
-2.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -1.9% | -2.8% | +0.8% | -1.3% |
| 30D | -0.6% | +9.2% | -9.8% | -2.9% |
| 3M | -4.9% | -16.1% | +11.3% | -1.0% |
| 6M | -8.8% | +9.6% | -18.4% | -12.1% |
| YTD | -10.7% | -8.8% | -2.0% | -10.8% |
| 1Y | -15.2% | -5.5% | -9.7% | -16.2% |
| 3Y | +42.5% | +19.6% | +22.9% | +25.6% |
| 5Y | -7.8% | -13.5% | +5.6% | -11.5% |
| 10Y | +20.0% | +22.4% | -2.4% | +2.1% |
| All | +20.0% | +22.3% | -2.3% | +2.1% |
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