+15,666.6%
ISRG vs FXI
+210.6%
+15,456.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +5.4% | +4.4% | +1.1% | +3.5% |
| 30D | +8.6% | +1.2% | +7.4% | +8.0% |
| 3M | +21.6% | -4.2% | +25.8% | +24.0% |
| 6M | +2.3% | -6.2% | +8.6% | +5.2% |
| YTD | -18.7% | -8.8% | -9.9% | -15.6% |
| 1Y | -17.8% | -11.6% | -6.1% | -13.4% |
| 3Y | +69.1% | +45.1% | +23.9% | +35.0% |
| 5Y | +26.5% | -1.2% | +27.7% | +16.3% |
| 10Y | +536.3% | +20.1% | +516.2% | +422.3% |
| All | +15,666.6% | +210.6% | +15,456.0% | +5,477.0% |
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