+67.9%
EXPD vs IFF
+33.6%
+34.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +4.1% | -0.3% | +4.4% | +4.1% |
| 3M | +13.8% | +18.6% | -4.8% | +10.1% |
| 6M | +27.3% | +17.4% | +9.9% | +22.7% |
| YTD | +25.4% | +28.5% | -3.0% | +16.8% |
| 1Y | +54.4% | +32.5% | +21.8% | +41.9% |
| 3Y | +67.9% | +34.1% | +33.8% | +56.4% |
| All | +67.9% | +33.6% | +34.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling