+264.9%
ICE vs FXI
+19.2%
+245.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.6% | -4.2% | +7.8% | +4.7% |
| 30D | +15.1% | -1.1% | +16.2% | +15.4% |
| 3M | +15.4% | -4.0% | +19.3% | +16.4% |
| 6M | +16.1% | -11.8% | +28.0% | +19.4% |
| YTD | +11.4% | -11.9% | +23.3% | +14.3% |
| 1Y | +18.5% | -16.1% | +34.6% | +23.0% |
| 3Y | +70.5% | +38.8% | +31.7% | +52.1% |
| 5Y | +40.9% | -9.1% | +50.0% | +41.4% |
| All | +264.9% | +19.2% | +245.6% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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