+41.1%
IJR vs EXPD
+60.9%
-19.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +0.9% | -0.9% | +1.9% | +1.3% |
| 30D | -3.1% | +4.1% | -7.2% | -4.7% |
| 3M | +4.4% | +13.8% | -9.4% | -1.1% |
| 6M | +16.1% | +27.3% | -11.1% | +4.7% |
| YTD | +20.6% | +25.4% | -4.9% | +8.3% |
| 1Y | +22.9% | +54.4% | -31.5% | 0.0% |
| 3Y | +55.2% | +67.9% | -12.7% | +19.5% |
| 5Y | +41.1% | +59.2% | -18.1% | +4.8% |
| All | +41.1% | +60.9% | -19.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling