+77.0%
EXPD vs IAG
+696.0%
-619.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +2.9% |
| 7D | -1.6% | +3.4% | -5.0% | -1.6% |
| 30D | +0.6% | -2.7% | +3.3% | +0.7% |
| 3M | +9.8% | -0.5% | +10.3% | +9.8% |
| 6M | +25.8% | -4.8% | +30.6% | +25.7% |
| YTD | +31.3% | +9.6% | +21.7% | +31.2% |
| 1Y | +40.9% | +32.2% | +8.8% | +40.6% |
| All | +77.0% | +696.0% | -619.0% | +64.3% |
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 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