+175.1%
EXPE vs IP
+23.2%
+152.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.7% |
| 7D | -9.5% | -5.3% | -4.3% | -7.3% |
| 30D | -6.6% | -10.9% | +4.2% | -1.7% |
| 3M | +31.4% | +11.2% | +20.2% | +24.0% |
| 6M | +35.2% | -10.2% | +45.4% | +39.0% |
| YTD | +5.8% | -2.0% | +7.8% | +3.1% |
| 1Y | +38.7% | -19.1% | +57.8% | +47.0% |
| 3Y | +175.8% | +20.9% | +154.9% | +125.3% |
| 5Y | +111.8% | -17.8% | +129.7% | +109.4% |
| All | +175.1% | +23.2% | +152.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling