+1,428.5%
IBKR vs FXI
+44.6%
+1,383.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.3% | -3.9% | +2.5% | +0.4% |
| 30D | -0.2% | -2.1% | +1.9% | +0.7% |
| 3M | +3.0% | -0.5% | +3.4% | +3.0% |
| 6M | +33.9% | -4.5% | +38.4% | +36.6% |
| YTD | +42.5% | -9.2% | +51.8% | +48.9% |
| 1Y | +44.9% | -13.8% | +58.6% | +54.8% |
| 3Y | +293.0% | +36.6% | +256.4% | +229.2% |
| 5Y | +497.7% | -6.7% | +504.3% | +471.7% |
| 10Y | +1,004.4% | +14.8% | +989.6% | +840.0% |
| All | +1,428.5% | +44.6% | +1,383.9% | +892.0% |
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