-6.5%
FXI vs IT
-42.9%
+36.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.8% | -0.4% |
| 7D | -3.9% | -3.7% | -0.2% | -3.4% |
| 30D | -2.1% | +0.1% | -2.2% | -2.3% |
| 3M | -0.5% | +20.7% | -21.1% | -4.2% |
| 6M | -4.5% | +12.0% | -16.5% | -7.5% |
| YTD | -9.2% | -28.8% | +19.6% | -4.3% |
| 1Y | -13.8% | -25.5% | +11.7% | -10.4% |
| 3Y | +36.6% | -48.8% | +85.3% | +49.4% |
| All | -6.5% | -42.9% | +36.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling