+91.1%
EXPE vs IRM
+192.5%
-101.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.2% | -7.6% |
| 7D | -9.8% | +1.6% | -11.4% | -10.4% |
| 30D | -11.5% | -4.2% | -7.3% | -10.2% |
| 3M | +21.7% | -5.4% | +27.1% | +23.5% |
| 6M | +10.4% | +12.0% | -1.6% | +2.9% |
| YTD | -2.5% | +42.0% | -44.6% | -19.7% |
| 1Y | +27.3% | +29.9% | -2.5% | +9.1% |
| 3Y | +153.5% | +104.4% | +49.2% | +64.2% |
| 5Y | +91.1% | +191.0% | -99.9% | +8.2% |
| All | +91.1% | +192.5% | -101.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling