+467.7%
IBM vs FXI
+210.6%
+257.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -2.5% | +4.4% | -6.9% | -3.8% |
| 30D | +8.4% | +1.2% | +7.1% | +7.9% |
| 3M | +4.5% | -4.2% | +8.6% | +5.6% |
| 6M | +7.9% | -6.2% | +14.1% | +9.6% |
| YTD | -15.2% | -8.8% | -6.4% | -13.3% |
| 1Y | -17.6% | -11.6% | -6.0% | -14.9% |
| 3Y | +82.1% | +45.1% | +36.9% | +58.1% |
| 5Y | +143.3% | -1.2% | +144.5% | +128.7% |
| 10Y | +149.9% | +20.1% | +129.9% | +116.6% |
| All | +467.7% | +210.6% | +257.1% | +218.4% |
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