+550.7%
ISRG vs FXI
+20.8%
+529.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -6.8% | -1.9% | -4.8% | -6.0% |
| 30D | +5.1% | -0.6% | +5.8% | +5.4% |
| 3M | +12.0% | -4.9% | +16.9% | +14.4% |
| 6M | +7.0% | -8.8% | +15.8% | +11.0% |
| YTD | -20.6% | -10.7% | -9.9% | -17.2% |
| 1Y | -21.4% | -15.2% | -6.2% | -16.2% |
| 3Y | +62.0% | +42.5% | +19.5% | +32.7% |
| 5Y | +28.1% | -7.8% | +36.0% | +28.8% |
| 10Y | +550.7% | +20.0% | +530.7% | +507.1% |
| All | +550.7% | +20.8% | +529.9% | +507.1% |
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