+81.1%
IEMG vs FXI
+35.7%
+45.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.9% | -2.8% | +1.9% | +0.4% |
| 30D | +2.1% | -3.7% | +5.8% | +3.9% |
| 3M | +4.6% | -0.4% | +5.0% | +4.6% |
| 6M | +14.0% | -5.4% | +19.5% | +17.0% |
| YTD | +22.3% | -9.6% | +32.0% | +28.0% |
| 1Y | +30.7% | -11.9% | +42.6% | +38.2% |
| All | +81.1% | +35.7% | +45.4% | +58.0% |
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 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