+773.5%
EXPE vs IJH
+599.4%
+174.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.5% |
| 7D | -11.5% | -0.7% | -10.8% | -10.8% |
| 30D | -13.1% | -3.8% | -9.2% | -9.2% |
| 3M | +18.1% | 0.0% | +18.1% | +17.8% |
| 6M | +13.3% | +8.8% | +4.5% | +2.6% |
| YTD | -3.2% | +13.5% | -16.7% | -16.6% |
| 1Y | +26.1% | +15.4% | +10.7% | +7.0% |
| 3Y | +151.7% | +50.9% | +100.8% | +59.2% |
| 5Y | +88.3% | +47.8% | +40.6% | +25.6% |
| 10Y | +158.0% | +183.1% | -25.0% | -12.5% |
| All | +773.5% | +599.4% | +174.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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