+237.9%
INTU vs FXI
+19.2%
+218.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -1.2% | +3.7% | -4.9% | -2.7% |
| 30D | +12.4% | +0.5% | +12.0% | +12.2% |
| 3M | +2.3% | -5.7% | +8.0% | +4.8% |
| 6M | -13.3% | -6.9% | -6.4% | -11.0% |
| YTD | -47.9% | -9.5% | -38.4% | -46.1% |
| 1Y | -47.2% | -14.0% | -33.1% | -44.1% |
| 3Y | -33.9% | +44.5% | -78.4% | -47.9% |
| 5Y | -41.3% | -2.8% | -38.5% | -43.3% |
| 10Y | +237.9% | +20.3% | +217.5% | +209.0% |
| All | +237.9% | +19.2% | +218.7% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling