+42.6%
FXI vs IP
+12.9%
+29.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.5% |
| 7D | +6.9% | -5.0% | +11.9% | +7.5% |
| 30D | +3.5% | +6.5% | -3.1% | +2.6% |
| 3M | -3.2% | -18.0% | +14.9% | -1.0% |
| 6M | -3.5% | +10.3% | -13.8% | -5.5% |
| YTD | -8.1% | -9.9% | +1.8% | -7.8% |
| 1Y | -10.5% | -1.1% | -9.5% | -11.7% |
| All | +42.6% | +12.9% | +29.7% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling