+30,988.6%
EXPD vs IFF
+839.2%
+30,149.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.9% |
| 7D | -5.5% | -10.8% | +5.3% | -1.5% |
| 30D | -1.9% | -0.1% | -1.7% | -1.9% |
| 3M | +6.1% | -1.2% | +7.3% | +6.3% |
| 6M | +21.6% | +5.2% | +16.4% | +18.2% |
| YTD | +27.9% | +27.3% | +0.6% | +13.5% |
| 1Y | +39.4% | +39.2% | +0.2% | +19.4% |
| 3Y | +72.7% | +26.1% | +46.5% | +50.5% |
| 5Y | +60.3% | -37.0% | +97.3% | +76.0% |
| 10Y | +332.6% | -13.0% | +345.6% | +290.0% |
| All | +30,988.6% | +839.2% | +30,149.4% | +12,800.0% |
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