-14.6%
FXI vs IRE
-98.1%
+83.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | +0.3% |
| 7D | -4.2% | -31.8% | +27.6% | -3.6% |
| 30D | -1.1% | -71.8% | +70.6% | +0.9% |
| 3M | -4.0% | -88.9% | +84.9% | -0.2% |
| 6M | -11.8% | -95.4% | +83.5% | -7.6% |
| YTD | -11.9% | -94.2% | +82.3% | -10.6% |
| 1Y | -16.1% | -97.1% | +81.0% | -14.3% |
| All | -14.6% | -98.1% | +83.5% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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