+44.7%
IBKR vs FXI
-4.7%
+49.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.5% |
| 7D | -3.3% | +1.0% | -4.3% | -4.1% |
| 30D | +4.5% | -0.6% | +5.0% | +4.9% |
| 3M | +6.5% | +1.9% | +4.6% | +4.6% |
| 6M | +34.2% | -0.2% | +34.4% | +33.5% |
| YTD | +44.5% | -5.6% | +50.0% | +49.7% |
| 1Y | +44.7% | -4.7% | +49.4% | +58.1% |
| All | +44.7% | -4.7% | +49.4% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling