+59.9%
IJH vs EXPD
+75.1%
-15.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | -0.1% |
| 7D | +0.2% | -1.6% | +1.8% | +0.7% |
| 30D | +2.1% | +0.6% | +1.5% | +1.9% |
| 3M | -3.6% | +9.8% | -13.4% | -6.4% |
| 6M | +1.8% | +25.8% | -23.9% | -5.3% |
| YTD | +14.1% | +31.3% | -17.1% | +3.5% |
| 1Y | +15.9% | +40.9% | -25.1% | +2.3% |
| All | +59.9% | +75.1% | -15.2% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling