+69.2%
EXPD vs IAG
+746.3%
-677.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +4.1% | +28.9% | -24.8% | +3.6% |
| 3M | +17.9% | +19.1% | -1.2% | +17.5% |
| 6M | +29.2% | -10.3% | +39.5% | +29.5% |
| YTD | +27.4% | +24.2% | +3.2% | +27.0% |
| 1Y | +56.8% | +116.5% | -59.7% | +55.4% |
| All | +69.2% | +746.3% | -677.1% | +57.8% |
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