+779.7%
EXPE vs IFF
+271.1%
+508.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.8% | -7.0% | -7.4% |
| 7D | -9.8% | -0.2% | -9.6% | -9.6% |
| 30D | -11.5% | -0.3% | -11.2% | -11.3% |
| 3M | +21.7% | +18.6% | +3.2% | +10.6% |
| 6M | +10.4% | +17.4% | -7.0% | -1.4% |
| YTD | -2.5% | +28.5% | -31.0% | -18.4% |
| 1Y | +27.3% | +32.5% | -5.2% | +3.9% |
| 3Y | +153.5% | +34.1% | +119.5% | +97.8% |
| 5Y | +91.1% | -35.2% | +126.2% | +122.4% |
| 10Y | +153.1% | -21.1% | +174.2% | +137.6% |
| All | +779.7% | +271.1% | +508.6% | +164.4% |
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