+1,236.2%
EXPD vs IAG
+377.5%
+858.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +4.1% | +28.9% | -24.8% | +2.5% |
| 3M | +17.9% | +19.1% | -1.2% | +16.4% |
| 6M | +29.2% | -10.3% | +39.5% | +29.2% |
| YTD | +27.4% | +24.2% | +3.2% | +24.8% |
| 1Y | +56.8% | +116.5% | -59.7% | +48.6% |
| 3Y | +68.0% | +742.8% | -674.8% | +44.2% |
| 5Y | +61.9% | +753.3% | -691.5% | +35.4% |
| 10Y | +316.0% | +403.2% | -87.2% | +241.4% |
| All | +1,236.2% | +377.5% | +858.7% | +806.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling