+19.2%
FXI vs IT
+90.0%
-70.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -4.2% | +1.1% | -5.3% | -4.4% |
| 30D | -1.1% | -1.8% | +0.7% | -1.3% |
| 3M | -4.0% | +4.8% | -8.8% | -5.7% |
| 6M | -11.8% | +33.0% | -44.8% | -18.7% |
| YTD | -11.9% | -23.8% | +11.9% | -9.0% |
| 1Y | -16.1% | -16.5% | +0.4% | -15.5% |
| 3Y | +38.8% | -53.6% | +92.4% | +58.2% |
| 5Y | -9.1% | -42.1% | +33.1% | -5.0% |
| All | +19.2% | +90.0% | -70.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling