+104.9%
EXPE vs IP
-17.2%
+122.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.5% |
| 7D | -9.5% | -5.3% | -4.3% | -7.6% |
| 30D | -6.6% | -10.9% | +4.2% | -2.4% |
| 3M | +31.4% | +11.2% | +20.2% | +25.1% |
| 6M | +35.2% | -10.2% | +45.4% | +38.9% |
| YTD | +5.8% | -2.0% | +7.8% | +3.6% |
| 1Y | +38.7% | -19.1% | +57.8% | +46.4% |
| 3Y | +175.8% | +20.9% | +154.9% | +124.9% |
| All | +104.9% | -17.2% | +122.1% | +89.8% |
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