+10.0%
EXPE vs IP
+11.3%
-1.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.0% | -9.8% | -12.0% |
| 7D | -3.6% | -5.0% | +1.3% | -1.2% |
| 30D | +4.8% | +6.5% | -1.8% | +3.2% |
| 3M | -14.6% | -18.0% | +3.4% | -8.5% |
| 6M | +10.0% | +10.3% | -0.3% | +7.0% |
| All | +10.0% | +11.3% | -1.3% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling