+112.0%
IBM vs FXI
-7.1%
+119.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -1.5% | -3.2% | +1.7% | -1.1% |
| 3M | -16.8% | +1.7% | -18.4% | -17.0% |
| 6M | -9.0% | -1.6% | -7.5% | -8.9% |
| YTD | -20.1% | -7.9% | -12.1% | -19.3% |
| 1Y | -7.0% | -9.6% | +2.6% | -6.0% |
| 3Y | +72.4% | +40.5% | +31.9% | +66.7% |
| 5Y | +112.0% | -6.2% | +118.2% | +108.8% |
| All | +112.0% | -7.1% | +119.1% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling