-0.2%
FXI vs IR
-16.8%
+16.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.4% |
| 7D | +1.0% | -2.8% | +3.9% | +1.3% |
| 30D | -0.6% | -15.1% | +14.6% | +1.2% |
| 3M | +1.9% | +6.1% | -4.2% | +0.1% |
| 6M | -0.2% | -16.8% | +16.6% | +4.6% |
| All | -0.2% | -16.8% | +16.7% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling