+38.6%
EXPE vs IAG
+495.5%
-456.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.3% |
| 7D | -11.2% | +16.8% | -28.0% | -12.8% |
| 30D | -7.5% | -1.5% | -6.0% | -7.6% |
| 3M | -19.1% | +0.5% | -19.6% | -19.5% |
| 6M | +10.7% | -1.0% | +11.7% | +9.8% |
| YTD | -9.9% | +12.3% | -22.2% | -13.9% |
| 1Y | -4.6% | +39.2% | -43.9% | -11.9% |
| 3Y | +116.8% | +712.3% | -595.5% | +45.9% |
| 5Y | +38.6% | +484.2% | -445.7% | -7.6% |
| All | +38.6% | +495.5% | -456.9% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling