+1,047.0%
IJH vs EXPD
+2,370.2%
-1,323.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.3% | +5.5% | -3.2% | +0.1% |
| 30D | +2.1% | -0.8% | +2.9% | +2.3% |
| 3M | -5.7% | +4.1% | -9.8% | -7.4% |
| 6M | +1.4% | +25.7% | -24.3% | -8.1% |
| YTD | +12.6% | +31.4% | -18.8% | -1.1% |
| 1Y | +16.1% | +42.2% | -26.1% | -1.4% |
| 3Y | +57.8% | +77.2% | -19.4% | +20.1% |
| 5Y | +36.8% | +61.0% | -24.2% | +6.8% |
| 10Y | +173.7% | +334.8% | -161.1% | +41.3% |
| All | +1,047.0% | +2,370.2% | -1,323.2% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling