+308.6%
EXPD vs IAG
+371.0%
-62.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.5% |
| 7D | -0.9% | +4.3% | -5.2% | -1.0% |
| 30D | +4.1% | +9.8% | -5.7% | +3.8% |
| 3M | +13.8% | +28.9% | -15.1% | +12.9% |
| 6M | +27.3% | -7.6% | +34.9% | +27.2% |
| YTD | +25.4% | +22.0% | +3.5% | +24.4% |
| 1Y | +54.4% | +99.5% | -45.1% | +50.9% |
| 3Y | +67.9% | +818.3% | -750.4% | +55.2% |
| 5Y | +59.2% | +785.9% | -726.7% | +44.4% |
| 10Y | +308.6% | +381.1% | -72.5% | +275.1% |
| All | +308.6% | +371.0% | -62.4% | +275.1% |
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