+2,551.3%
ICE vs FXI
+179.1%
+2,372.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.7% |
| 7D | +3.2% | +3.7% | -0.5% | +1.2% |
| 30D | +12.9% | +0.5% | +12.4% | +12.5% |
| 3M | +17.5% | -5.7% | +23.2% | +21.0% |
| 6M | +14.0% | -6.9% | +20.9% | +17.9% |
| YTD | +10.0% | -9.5% | +19.5% | +15.0% |
| 1Y | +19.5% | -14.0% | +33.6% | +28.3% |
| 3Y | +66.8% | +44.5% | +22.2% | +25.0% |
| 5Y | +40.3% | -2.8% | +43.1% | +22.5% |
| 10Y | +249.7% | +20.3% | +229.4% | +142.8% |
| All | +2,551.3% | +179.1% | +2,372.2% | +670.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling