+468.0%
IBM vs FXI
+208.4%
+259.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | -1.5% | +3.7% | -5.2% | -2.6% |
| 30D | +8.4% | +0.5% | +7.9% | +8.2% |
| 3M | +4.2% | -5.7% | +9.9% | +5.9% |
| 6M | +7.9% | -6.9% | +14.8% | +9.9% |
| YTD | -15.2% | -9.5% | -5.7% | -13.0% |
| 1Y | -18.7% | -14.0% | -4.7% | -15.4% |
| 3Y | +79.2% | +44.5% | +34.7% | +55.8% |
| 5Y | +144.7% | -2.8% | +147.5% | +131.2% |
| 10Y | +141.6% | +20.3% | +121.2% | +109.2% |
| All | +468.0% | +208.4% | +259.6% | +219.2% |
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