+14.6%
FXI vs IR
+288.5%
-273.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.2% |
| 7D | +1.0% | -2.8% | +3.9% | +1.8% |
| 30D | -0.6% | -15.1% | +14.6% | +4.0% |
| 3M | +1.9% | +6.1% | -4.2% | -0.3% |
| 6M | -0.2% | -16.8% | +16.6% | +4.2% |
| YTD | -5.6% | -3.5% | -2.1% | -5.9% |
| 1Y | -4.7% | -3.5% | -1.2% | -5.2% |
| 3Y | +38.0% | +9.5% | +28.5% | +29.7% |
| 5Y | -2.7% | +45.1% | -47.8% | -16.9% |
| All | +14.6% | +288.5% | -273.9% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling