+1,416.3%
IGV vs FXI
+221.5%
+1,194.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.9% |
| 7D | -4.5% | +1.0% | -5.5% | -4.9% |
| 30D | +3.2% | -0.6% | +3.8% | +3.4% |
| 3M | +4.5% | +1.9% | +2.6% | +3.6% |
| 6M | +22.1% | -0.2% | +22.3% | +21.7% |
| YTD | -1.0% | -5.6% | +4.5% | +0.8% |
| 1Y | -2.1% | -4.7% | +2.6% | -0.8% |
| 3Y | +44.6% | +38.0% | +6.6% | +20.6% |
| 5Y | +22.2% | -2.7% | +24.8% | +14.6% |
| 10Y | +364.7% | +19.9% | +344.8% | +294.8% |
| All | +1,416.3% | +221.5% | +1,194.8% | +659.4% |
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