+30,859.1%
EXPD vs IFF
+856.0%
+30,003.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.1% | -1.8% | +0.7% | -0.5% |
| 30D | +4.1% | -2.0% | +6.0% | +4.7% |
| 3M | +17.9% | +18.5% | -0.6% | +10.1% |
| 6M | +29.2% | +11.7% | +17.6% | +21.7% |
| YTD | +27.4% | +29.6% | -2.2% | +12.5% |
| 1Y | +56.8% | +35.0% | +21.9% | +36.0% |
| 3Y | +68.0% | +32.3% | +35.8% | +43.7% |
| 5Y | +61.9% | -34.6% | +96.4% | +74.8% |
| 10Y | +316.0% | -20.6% | +336.6% | +290.0% |
| All | +30,859.1% | +856.0% | +30,003.0% | +12,687.8% |
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