+158.0%
EXPE vs IRM
+418.7%
-260.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -11.5% | +3.0% | -14.5% | -12.6% |
| 30D | -13.1% | -5.2% | -7.8% | -11.3% |
| 3M | +18.1% | -8.0% | +26.2% | +21.5% |
| 6M | +13.3% | +9.2% | +4.1% | +7.1% |
| YTD | -3.2% | +41.0% | -44.2% | -19.2% |
| 1Y | +26.1% | +23.3% | +2.9% | +11.6% |
| 3Y | +151.7% | +102.8% | +48.9% | +72.5% |
| 5Y | +88.3% | +192.8% | -104.4% | +8.1% |
| 10Y | +158.0% | +439.6% | -281.6% | +4.8% |
| All | +158.0% | +418.7% | -260.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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