+50.0%
EXPE vs IRE
-97.6%
+147.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -23.2% | +33.8% | +9.4% |
| 7D | +14.6% | -46.8% | +61.5% | +12.3% |
| 30D | +21.4% | -75.5% | +96.9% | +16.2% |
| 3M | +1.4% | -79.4% | +80.8% | -2.9% |
| 6M | +28.6% | -91.3% | +119.9% | +23.7% |
| YTD | +12.1% | -90.8% | +103.0% | +10.9% |
| 1Y | +50.0% | -97.7% | +147.7% | +39.5% |
| All | +50.0% | -97.6% | +147.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling