+59.2%
EXPD vs IFF
-34.7%
+93.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 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% | +8.9% |
| 6M | +27.3% | +17.4% | +9.9% | +21.1% |
| YTD | +25.4% | +28.5% | -3.0% | +15.4% |
| 1Y | +54.4% | +32.5% | +21.8% | +40.3% |
| 3Y | +67.9% | +34.1% | +33.8% | +50.1% |
| 5Y | +59.2% | -35.2% | +94.3% | +69.5% |
| All | +59.2% | -34.7% | +93.8% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling