+177.1%
IJH vs EXPD
+324.8%
-147.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | -2.5% | +1.2% | -3.7% | -3.1% |
| 30D | -5.0% | +6.8% | -11.9% | -8.0% |
| 3M | +0.5% | +14.9% | -14.4% | -6.3% |
| 6M | +8.2% | +34.6% | -26.4% | -7.1% |
| YTD | +12.5% | +27.7% | -15.3% | -2.1% |
| 1Y | +14.4% | +57.7% | -43.3% | -11.4% |
| 3Y | +49.5% | +70.9% | -21.4% | +8.6% |
| 5Y | +47.8% | +59.5% | -11.7% | +8.6% |
| All | +177.1% | +324.8% | -147.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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