+36.8%
FXI vs IT
-52.2%
+89.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -2.8% | -9.1% | +6.3% | -2.1% |
| 30D | -5.3% | -12.2% | +6.8% | -4.5% |
| 3M | +0.3% | +7.8% | -7.5% | -0.6% |
| 6M | -4.6% | +2.0% | -6.6% | -5.2% |
| YTD | -9.1% | -32.7% | +23.6% | -5.3% |
| 1Y | -12.0% | -31.1% | +19.1% | -8.9% |
| All | +36.8% | -52.2% | +89.0% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling