+91.1%
EXPE vs IAG
+766.8%
-675.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.8% | -6.1% | -7.7% |
| 7D | -9.8% | +4.3% | -14.0% | -10.2% |
| 30D | -11.5% | +9.8% | -21.3% | -12.6% |
| 3M | +21.7% | +28.9% | -7.2% | +17.5% |
| 6M | +10.4% | -7.6% | +18.0% | +10.2% |
| YTD | -2.5% | +22.0% | -24.5% | -7.6% |
| 1Y | +27.3% | +99.5% | -72.2% | +11.3% |
| 3Y | +153.5% | +818.3% | -664.8% | +65.3% |
| 5Y | +91.1% | +785.9% | -694.8% | +17.2% |
| All | +91.1% | +766.8% | -675.7% | +17.2% |
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