+1,632.6%
INTU vs FXI
+221.5%
+1,411.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.9% |
| 7D | -7.1% | +1.0% | -8.1% | -7.5% |
| 30D | +1.5% | -0.6% | +2.0% | +1.6% |
| 3M | +10.7% | +1.9% | +8.7% | +9.7% |
| 6M | -23.8% | -0.2% | -23.7% | -24.2% |
| YTD | -49.3% | -5.6% | -43.7% | -48.6% |
| 1Y | -49.7% | -4.7% | -45.0% | -49.3% |
| 3Y | -38.0% | +38.0% | -76.0% | -47.8% |
| 5Y | -38.7% | -2.7% | -36.1% | -42.3% |
| 10Y | +221.3% | +19.9% | +201.4% | +178.6% |
| All | +1,632.6% | +221.5% | +1,411.1% | +918.3% |
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