+144.5%
IBM vs FXI
+13.0%
+131.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.7% |
| 7D | +3.6% | -2.8% | +6.3% | +4.3% |
| 30D | +1.5% | -5.3% | +6.9% | +2.9% |
| 3M | -12.9% | +0.3% | -13.3% | -13.1% |
| 6M | -3.9% | -4.6% | +0.7% | -3.0% |
| YTD | -17.3% | -9.1% | -8.3% | -15.6% |
| 1Y | -5.0% | -12.0% | +7.0% | -2.2% |
| 3Y | +78.2% | +38.6% | +39.6% | +59.9% |
| 5Y | +120.6% | -6.6% | +127.2% | +122.8% |
| 10Y | +144.5% | +15.0% | +129.5% | +119.5% |
| All | +144.5% | +13.0% | +131.5% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling