+1,158.3%
IJR vs EXPD
+2,294.1%
-1,135.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -0.2% | -1.1% | +1.0% | +0.3% |
| 30D | -2.4% | +4.1% | -6.5% | -4.1% |
| 3M | +3.9% | +17.9% | -14.0% | -3.5% |
| 6M | +12.4% | +29.2% | -16.8% | -0.2% |
| YTD | +21.5% | +27.4% | -5.9% | +7.6% |
| 1Y | +24.0% | +56.8% | -32.9% | -0.4% |
| 3Y | +49.7% | +68.0% | -18.3% | +15.3% |
| 5Y | +39.7% | +61.9% | -22.2% | +7.4% |
| 10Y | +169.0% | +316.0% | -147.0% | +36.5% |
| All | +1,158.3% | +2,294.1% | -1,135.8% | +231.5% |
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