+1,136.6%
IJR vs EXPD
+2,367.5%
-1,230.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.4% |
| 7D | -0.4% | -1.6% | +1.1% | +0.2% |
| 30D | +3.5% | +0.6% | +2.9% | +3.2% |
| 3M | -3.8% | +9.8% | -13.6% | -7.8% |
| 6M | +4.3% | +25.8% | -21.4% | -6.1% |
| YTD | +19.4% | +31.3% | -11.9% | +4.2% |
| 1Y | +20.5% | +40.9% | -20.4% | +1.9% |
| 3Y | +63.0% | +74.7% | -11.7% | +23.3% |
| 5Y | +28.6% | +62.9% | -34.3% | -1.3% |
| 10Y | +157.2% | +334.3% | -177.2% | +27.9% |
| All | +1,136.6% | +2,367.5% | -1,230.9% | +220.9% |
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