+13.1%
EXPE vs IRE
-97.7%
+110.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.8% | +13.7% | -2.7% |
| 7D | -11.2% | -41.9% | +30.7% | -12.6% |
| 30D | -7.5% | -75.1% | +67.6% | -11.1% |
| 3M | -19.1% | -82.4% | +63.3% | -22.7% |
| 6M | +10.7% | -95.5% | +106.3% | +4.4% |
| YTD | -9.9% | -93.1% | +83.1% | -11.4% |
| 1Y | -4.6% | -97.8% | +93.2% | -12.1% |
| All | +13.1% | -97.7% | +110.8% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling