-1.2%
FXI vs IP
-12.0%
+10.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +5.7% | -5.1% | +10.7% | +6.7% |
| 30D | +4.6% | +8.5% | -3.9% | +2.9% |
| 3M | -2.8% | -13.8% | +11.1% | -0.3% |
| 6M | -6.1% | +5.7% | -11.8% | -8.1% |
| YTD | -8.0% | -9.1% | +1.1% | -7.9% |
| 1Y | -11.3% | -0.8% | -10.5% | -13.2% |
| 3Y | +42.6% | +14.8% | +27.8% | +28.1% |
| All | -1.2% | -12.0% | +10.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling