+326.6%
EXPD vs IAG
+389.3%
-62.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +5.5% | -7.7% | +13.2% | +5.7% |
| 30D | -0.8% | +1.6% | -2.4% | -0.9% |
| 3M | +4.1% | -2.4% | +6.6% | +4.1% |
| 6M | +25.7% | -7.8% | +33.5% | +25.6% |
| YTD | +31.4% | +5.0% | +26.4% | +30.6% |
| 1Y | +42.2% | +25.7% | +16.5% | +40.5% |
| 3Y | +77.2% | +694.5% | -617.3% | +63.1% |
| 5Y | +61.0% | +421.7% | -360.7% | +46.6% |
| All | +326.6% | +389.3% | -62.6% | +283.9% |
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