+356.0%
ISRG vs FXI
+14.7%
+341.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.1% | -3.5% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | -7.6% | -3.2% | -4.3% | -6.3% |
| 3M | -16.4% | +1.7% | -18.0% | -16.9% |
| 6M | -28.6% | -1.6% | -27.0% | -28.3% |
| YTD | -38.2% | -7.9% | -30.3% | -36.3% |
| 1Y | -25.5% | -9.6% | -15.9% | -22.7% |
| 3Y | +17.4% | +40.5% | -23.0% | -3.2% |
| 5Y | -3.0% | -6.2% | +3.3% | -3.5% |
| 10Y | +356.0% | +14.2% | +341.8% | +299.1% |
| All | +356.0% | +14.7% | +341.3% | +299.1% |
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