+31,808.5%
EXPD vs IFF
+819.4%
+30,989.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | -1.6% | -5.7% | +4.2% | +0.6% |
| 30D | +0.6% | -2.7% | +3.3% | +1.5% |
| 3M | +9.8% | -2.3% | +12.1% | +10.4% |
| 6M | +25.8% | +6.0% | +19.7% | +21.9% |
| YTD | +31.3% | +24.6% | +6.7% | +17.4% |
| 1Y | +40.9% | +29.4% | +11.6% | +24.1% |
| 3Y | +74.7% | +23.1% | +51.6% | +53.7% |
| 5Y | +62.9% | -37.2% | +100.0% | +78.9% |
| 10Y | +334.3% | -10.8% | +345.1% | +287.4% |
| All | +31,808.5% | +819.4% | +30,989.1% | +13,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling