+140.8%
IEMG vs FXI
+17.1%
+123.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.3% | -3.9% | +2.6% | +1.0% |
| 30D | +1.9% | -2.1% | +4.0% | +3.2% |
| 3M | +1.4% | -0.5% | +1.9% | +1.4% |
| 6M | +15.2% | -4.5% | +19.7% | +18.2% |
| YTD | +23.8% | -9.2% | +33.1% | +30.9% |
| 1Y | +30.7% | -13.8% | +44.4% | +42.1% |
| 3Y | +83.3% | +36.6% | +46.7% | +45.5% |
| 5Y | +48.8% | -6.7% | +55.4% | +48.6% |
| All | +140.8% | +17.1% | +123.7% | +94.0% |
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 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