+200.3%
FXI vs IRM
+1,281.9%
-1,081.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -4.2% | +6.8% | -11.0% | -6.5% |
| 30D | -1.1% | +2.6% | -3.7% | -2.5% |
| 3M | -4.0% | -9.5% | +5.5% | -1.3% |
| 6M | -11.8% | -8.5% | -3.4% | -10.2% |
| YTD | -11.9% | +40.3% | -52.2% | -24.0% |
| 1Y | -16.1% | +28.7% | -44.8% | -25.5% |
| 3Y | +38.8% | +111.8% | -73.0% | -2.3% |
| 5Y | -9.1% | +189.1% | -198.2% | -45.0% |
| 10Y | +18.4% | +519.8% | -501.4% | -53.2% |
| All | +200.3% | +1,281.9% | -1,081.6% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling