+1,686.7%
INTU vs FXI
+213.2%
+1,473.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +0.1% | +5.7% | -5.5% | -1.9% |
| 30D | +15.4% | +4.6% | +10.8% | +13.4% |
| 3M | +6.6% | -2.8% | +9.4% | +7.7% |
| 6M | -11.3% | -6.1% | -5.2% | -9.5% |
| YTD | -47.7% | -8.0% | -39.7% | -46.5% |
| 1Y | -47.0% | -11.3% | -35.7% | -45.0% |
| 3Y | -29.9% | +42.6% | -72.6% | -41.8% |
| 5Y | -42.2% | -0.1% | -42.1% | -46.0% |
| 10Y | +251.7% | +22.7% | +228.9% | +202.7% |
| All | +1,686.7% | +213.2% | +1,473.5% | +960.6% |
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