+23.4%
ISRG vs FXI
+43.0%
-19.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | -2.3% | -0.6% | -1.7% | -2.2% |
| 3M | -12.4% | +1.9% | -14.4% | -12.9% |
| 6M | -26.8% | -0.2% | -26.7% | -26.9% |
| YTD | -35.3% | -5.6% | -29.7% | -34.5% |
| 1Y | -19.3% | -4.7% | -14.7% | -18.6% |
| All | +23.4% | +43.0% | -19.6% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling