+150.3%
IJR vs EXPD
+335.0%
-184.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.2% | +5.5% | -3.4% | -0.5% |
| 30D | +3.8% | -0.8% | +4.7% | +4.1% |
| 3M | -5.7% | +4.1% | -9.9% | -7.8% |
| 6M | +4.6% | +25.7% | -21.0% | -7.1% |
| YTD | +18.0% | +31.4% | -13.4% | +0.8% |
| 1Y | +21.8% | +42.2% | -20.4% | -0.3% |
| 3Y | +61.1% | +77.2% | -16.1% | +14.3% |
| 5Y | +27.3% | +61.0% | -33.7% | -6.8% |
| All | +150.3% | +335.0% | -184.7% | +6.0% |
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