+75.5%
EXPD vs IAG
+573.1%
-497.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.5% |
| 7D | -4.8% | +4.5% | -9.3% | -4.9% |
| 30D | -1.5% | -5.7% | +4.1% | -1.4% |
| 3M | +4.1% | +10.1% | -6.0% | +3.9% |
| 6M | +24.0% | +7.3% | +16.7% | +23.7% |
| YTD | +27.4% | +6.1% | +21.3% | +27.4% |
| 1Y | +38.4% | +46.8% | -8.4% | +38.0% |
| All | +75.5% | +573.1% | -497.6% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling