+732.4%
EXPE vs IAG
+200.3%
+532.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | -17.8% | +3.4% | -21.2% | -18.1% |
| 30D | -3.2% | -2.7% | -0.5% | -3.2% |
| 3M | -19.0% | -0.5% | -18.5% | -19.2% |
| 6M | +17.7% | -4.8% | +22.6% | +17.4% |
| YTD | -7.8% | +9.6% | -17.4% | -10.2% |
| 1Y | -1.4% | +32.2% | -33.5% | -5.7% |
| 3Y | +121.9% | +692.5% | -570.6% | +77.0% |
| 5Y | +44.3% | +447.6% | -403.3% | +14.9% |
| 10Y | +125.4% | +403.3% | -277.9% | +71.3% |
| All | +732.4% | +200.3% | +532.1% | +456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling