+441.8%
IBM vs FXI
+221.5%
+220.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.4% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | +0.3% | -0.6% | +0.8% | +0.4% |
| 3M | -21.6% | +1.9% | -23.5% | -22.2% |
| 6M | -4.7% | -0.2% | -4.5% | -4.9% |
| YTD | -19.1% | -5.6% | -13.5% | -18.0% |
| 1Y | -2.5% | -4.7% | +2.2% | -1.5% |
| 3Y | +74.2% | +38.0% | +36.1% | +53.6% |
| 5Y | +113.1% | -2.7% | +115.8% | +101.3% |
| 10Y | +133.5% | +19.9% | +113.6% | +102.6% |
| All | +441.8% | +221.5% | +220.3% | +201.1% |
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