+732.4%
EXPE vs IRM
+1,382.2%
-649.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.7% |
| 7D | -17.8% | -5.3% | -12.5% | -15.5% |
| 30D | -3.2% | -2.3% | -0.9% | -2.1% |
| 3M | -19.0% | -7.4% | -11.5% | -16.5% |
| 6M | +17.7% | -12.2% | +29.9% | +23.6% |
| YTD | -7.8% | +38.6% | -46.4% | -23.0% |
| 1Y | -1.4% | +14.9% | -16.2% | -10.3% |
| 3Y | +121.9% | +108.2% | +13.8% | +48.4% |
| 5Y | +44.3% | +183.8% | -139.6% | -18.1% |
| 10Y | +125.4% | +512.6% | -387.2% | -16.9% |
| All | +732.4% | +1,382.2% | -649.7% | +94.6% |
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