+38.6%
EXPE vs IP
-11.1%
+49.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -11.2% | 0.0% | -11.2% | -11.0% |
| 30D | -7.5% | +9.4% | -16.8% | -10.4% |
| 3M | -19.1% | -14.1% | -5.0% | -14.0% |
| 6M | +10.7% | +9.2% | +1.6% | +6.1% |
| YTD | -9.9% | -7.5% | -2.4% | -9.7% |
| 1Y | -4.6% | -2.8% | -1.8% | -6.7% |
| 3Y | +116.8% | +21.2% | +95.6% | +72.1% |
| 5Y | +38.6% | -11.5% | +50.1% | +31.6% |
| All | +38.6% | -11.1% | +49.6% | +31.6% |
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