+40.5%
EXPD vs IAG
+25.8%
+14.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +0.6% |
| 7D | +3.6% | -2.1% | +5.7% | +3.6% |
| 30D | +0.3% | -6.2% | +6.5% | +0.5% |
| 3M | +6.1% | -5.1% | +11.2% | +6.2% |
| 6M | +27.4% | -10.0% | +37.3% | +27.6% |
| YTD | +32.0% | +3.9% | +28.0% | +32.9% |
| 1Y | +40.5% | +18.9% | +21.7% | +38.3% |
| All | +40.5% | +25.8% | +14.7% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling