+1,367.3%
IGV vs FXI
+200.0%
+1,167.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | -4.2% | +6.5% | +4.1% |
| 30D | -6.0% | -1.1% | -4.9% | -5.7% |
| 3M | -4.8% | -4.0% | -0.8% | -3.4% |
| 6M | +14.2% | -11.8% | +26.1% | +19.9% |
| YTD | -4.2% | -11.9% | +7.7% | +0.2% |
| 1Y | -5.3% | -16.1% | +10.8% | +1.2% |
| 3Y | +38.8% | +38.8% | 0.0% | +15.3% |
| 5Y | +14.2% | -9.1% | +23.3% | +10.4% |
| 10Y | +357.6% | +18.4% | +339.1% | +290.5% |
| All | +1,367.3% | +200.0% | +1,167.3% | +655.4% |
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