-20.2%
IBM vs FXI
-16.7%
-3.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.3% | -4.2% | +3.9% | +0.8% |
| 30D | +6.8% | -2.0% | +8.8% | +7.3% |
| 3M | +4.4% | -5.0% | +9.4% | +5.7% |
| 6M | +13.2% | -9.6% | +22.8% | +16.6% |
| YTD | -15.1% | -11.9% | -3.2% | -10.5% |
| 1Y | -20.2% | -16.7% | -3.5% | -12.8% |
| All | -20.2% | -16.7% | -3.5% | -12.8% |
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