-6.2%
FXI vs IRM
+192.5%
-198.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -1.0% | +1.6% | -2.6% | -1.3% |
| 30D | -3.2% | -4.2% | +1.0% | -2.5% |
| 3M | +1.7% | -5.4% | +7.0% | +2.5% |
| 6M | -1.6% | +12.0% | -13.6% | -4.6% |
| YTD | -7.9% | +42.0% | -50.0% | -15.5% |
| 1Y | -9.6% | +29.9% | -39.5% | -15.7% |
| 3Y | +40.5% | +104.4% | -63.9% | +12.8% |
| 5Y | -6.2% | +191.0% | -197.2% | -28.7% |
| All | -6.2% | +192.5% | -198.8% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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