+912.2%
EXPE vs IP
+161.4%
+750.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.5% | +9.0% | +9.8% |
| 7D | +14.6% | +3.4% | +11.3% | +12.9% |
| 30D | +21.4% | +11.2% | +10.2% | +15.5% |
| 3M | +1.4% | -14.8% | +16.2% | +9.2% |
| 6M | +28.6% | +17.3% | +11.3% | +17.3% |
| YTD | +12.1% | -6.2% | +18.3% | +11.2% |
| 1Y | +50.0% | +2.3% | +47.7% | +42.7% |
| 3Y | +184.1% | +17.7% | +166.5% | +136.7% |
| 5Y | +103.3% | -8.4% | +111.7% | +91.2% |
| 10Y | +165.3% | +32.1% | +133.2% | +95.2% |
| All | +912.2% | +161.4% | +750.7% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling