+855.0%
EXPE vs IRM
+1,428.7%
-573.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | -9.5% | -0.5% | -9.1% | -9.4% |
| 30D | -6.6% | -8.1% | +1.4% | -3.3% |
| 3M | +31.4% | -9.7% | +41.0% | +36.4% |
| 6M | +35.2% | +10.0% | +25.2% | +27.0% |
| YTD | +5.8% | +43.0% | -37.2% | -12.8% |
| 1Y | +38.7% | +32.7% | +6.0% | +17.8% |
| 3Y | +175.8% | +102.7% | +73.1% | +87.2% |
| 5Y | +111.8% | +187.6% | -75.7% | +19.5% |
| 10Y | +179.7% | +420.1% | -240.4% | +11.3% |
| All | +855.0% | +1,428.7% | -573.7% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling