-38.4%
INTU vs FXI
-4.2%
-34.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.8% |
| 7D | -7.1% | +1.0% | -8.1% | -7.4% |
| 30D | +1.5% | -0.6% | +2.0% | +1.6% |
| 3M | +10.7% | +1.9% | +8.7% | +9.9% |
| 6M | -23.8% | -0.2% | -23.7% | -24.1% |
| YTD | -49.3% | -5.6% | -43.7% | -48.7% |
| 1Y | -49.7% | -4.7% | -45.0% | -49.3% |
| 3Y | -38.0% | +38.0% | -76.0% | -46.4% |
| All | -38.4% | -4.2% | -34.2% | -38.7% |
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