+2,316.3%
ICE vs FXI
+191.0%
+2,125.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.8% |
| 7D | -0.7% | +1.0% | -1.7% | -1.3% |
| 30D | +7.6% | -0.6% | +8.2% | +7.8% |
| 3M | +13.9% | +1.9% | +12.0% | +12.7% |
| 6M | -2.4% | -0.2% | -2.2% | -2.7% |
| YTD | +0.3% | -5.6% | +5.9% | +2.6% |
| 1Y | -6.4% | -4.7% | -1.8% | -5.1% |
| 3Y | +43.1% | +38.0% | +5.1% | +10.1% |
| 5Y | +42.1% | -2.7% | +44.8% | +23.9% |
| 10Y | +220.9% | +19.9% | +201.0% | +124.2% |
| All | +2,316.3% | +191.0% | +2,125.2% | +587.3% |
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