+125.2%
LQD vs FXI
+200.0%
-74.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | -4.2% | +2.6% | -1.5% |
| 30D | +0.5% | -1.1% | +1.7% | +0.6% |
| 3M | -2.3% | -4.0% | +1.6% | -2.2% |
| 6M | -3.1% | -11.8% | +8.8% | -2.7% |
| YTD | -3.0% | -11.9% | +8.9% | -2.6% |
| 1Y | -2.6% | -16.1% | +13.6% | -2.0% |
| 3Y | +15.2% | +38.8% | -23.6% | +13.5% |
| 5Y | -5.2% | -9.1% | +3.9% | -5.7% |
| 10Y | +24.6% | +18.4% | +6.1% | +22.6% |
| All | +125.2% | +200.0% | -74.8% | +115.4% |
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