+51.6%
EXPE vs IP
-12.5%
+64.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.0% | -9.8% | -12.1% |
| 7D | -3.6% | -5.0% | +1.3% | -1.3% |
| 30D | +4.8% | +6.5% | -1.8% | +2.5% |
| 3M | -14.6% | -18.0% | +3.4% | -7.5% |
| 6M | +10.0% | +10.3% | -0.3% | +4.9% |
| YTD | -3.3% | -9.9% | +6.6% | -2.0% |
| 1Y | +28.4% | -1.1% | +29.4% | +24.8% |
| 3Y | +145.1% | +13.0% | +132.1% | +102.6% |
| 5Y | +51.6% | -12.3% | +63.9% | +45.1% |
| All | +51.6% | -12.5% | +64.1% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling