+145.6%
IEMG vs FXI
+30.4%
+115.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +1.5% |
| 7D | +2.8% | -1.0% | +3.7% | +3.4% |
| 30D | +4.6% | -3.2% | +7.9% | +6.6% |
| 3M | +5.5% | +1.7% | +3.8% | +4.1% |
| 6M | +19.7% | -1.6% | +21.2% | +20.7% |
| YTD | +25.5% | -7.9% | +33.4% | +31.6% |
| 1Y | +35.5% | -9.6% | +45.1% | +43.5% |
| 3Y | +88.0% | +40.5% | +47.5% | +46.0% |
| 5Y | +50.6% | -6.2% | +56.8% | +46.5% |
| 10Y | +138.4% | +14.2% | +124.2% | +100.3% |
| All | +145.6% | +30.4% | +115.2% | +79.7% |
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