+158.0%
EXPE vs IAG
+401.0%
-243.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -11.5% | +1.7% | -13.2% | -11.6% |
| 30D | -13.1% | +11.4% | -24.5% | -14.0% |
| 3M | +18.1% | +33.0% | -14.9% | +14.8% |
| 6M | +13.3% | -6.0% | +19.3% | +12.9% |
| YTD | -3.2% | +24.6% | -27.8% | -6.9% |
| 1Y | +26.1% | +105.0% | -78.8% | +15.0% |
| 3Y | +151.7% | +837.9% | -686.2% | +92.7% |
| 5Y | +88.3% | +817.0% | -728.6% | +39.5% |
| 10Y | +158.0% | +425.3% | -267.3% | +90.3% |
| All | +158.0% | +401.0% | -243.0% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling