+42.2%
EXPD vs IFF
+27.0%
+15.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +5.5% | -1.8% | +7.3% | +5.6% |
| 30D | -0.8% | -9.4% | +8.6% | -0.6% |
| 3M | +4.1% | -3.0% | +7.1% | +4.4% |
| 6M | +25.7% | +5.8% | +19.9% | +26.2% |
| YTD | +31.4% | +22.4% | +9.0% | +27.3% |
| 1Y | +42.2% | +23.0% | +19.1% | +37.9% |
| All | +42.2% | +27.0% | +15.2% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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