-6.2%
FXI vs IR
+46.5%
-52.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -3.2% | -13.6% | +10.4% | +1.1% |
| 3M | +1.7% | +3.7% | -2.0% | -0.2% |
| 6M | -1.6% | -13.1% | +11.5% | +1.9% |
| YTD | -7.9% | -5.1% | -2.8% | -8.0% |
| 1Y | -9.6% | -6.5% | -3.2% | -9.6% |
| 3Y | +40.5% | +8.5% | +31.9% | +28.2% |
| 5Y | -6.2% | +43.3% | -49.5% | -26.1% |
| All | -6.2% | +46.5% | -52.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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