+115.9%
EXPE vs IRM
+481.3%
-365.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -11.2% | -5.1% | -6.1% | -8.9% |
| 30D | -7.5% | -3.3% | -4.2% | -6.1% |
| 3M | -19.1% | -8.2% | -10.9% | -16.4% |
| 6M | +10.7% | -12.8% | +23.5% | +16.2% |
| YTD | -9.9% | +36.6% | -46.5% | -24.0% |
| 1Y | -4.6% | +11.9% | -16.5% | -12.0% |
| 3Y | +116.8% | +105.1% | +11.7% | +46.5% |
| 5Y | +38.6% | +182.4% | -143.8% | -20.0% |
| 10Y | +115.9% | +505.1% | -389.3% | -14.9% |
| All | +115.9% | +481.3% | -365.5% | -14.9% |
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