+334.3%
EXPD vs IAG
+370.6%
-36.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +2.9% |
| 7D | -1.6% | +3.4% | -5.0% | -1.7% |
| 30D | +0.6% | -2.7% | +3.3% | +0.6% |
| 3M | +9.8% | -0.5% | +10.3% | +9.7% |
| 6M | +25.8% | -4.8% | +30.6% | +25.6% |
| YTD | +31.3% | +9.6% | +21.7% | +30.3% |
| 1Y | +40.9% | +32.2% | +8.8% | +39.1% |
| 3Y | +74.7% | +692.5% | -617.8% | +60.8% |
| 5Y | +62.9% | +447.6% | -384.7% | +48.1% |
| 10Y | +334.3% | +403.3% | -69.0% | +287.5% |
| All | +334.3% | +370.6% | -36.2% | +287.5% |
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