+301.7%
EXPD vs IAG
+365.5%
-63.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -2.4% |
| 7D | -7.2% | +21.4% | -28.6% | -7.7% |
| 30D | -3.3% | +4.0% | -7.3% | -3.4% |
| 3M | +3.4% | +17.0% | -13.6% | +2.8% |
| 6M | +22.7% | +1.4% | +21.3% | +22.4% |
| YTD | +24.5% | +13.8% | +10.8% | +23.6% |
| 1Y | +38.6% | +55.8% | -17.2% | +36.4% |
| 3Y | +71.5% | +647.4% | -575.9% | +59.1% |
| 5Y | +56.2% | +519.1% | -462.9% | +42.4% |
| All | +301.7% | +365.5% | -63.8% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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