+1,131.4%
IJR vs EXPD
+2,304.1%
-1,172.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +1.8% |
| 7D | +0.2% | -5.5% | +5.6% | +2.6% |
| 30D | +3.0% | -1.9% | +4.9% | +3.8% |
| 3M | -4.5% | +6.1% | -10.6% | -7.1% |
| 6M | +3.1% | +21.6% | -18.5% | -5.8% |
| YTD | +18.9% | +27.9% | -9.0% | +4.9% |
| 1Y | +21.7% | +39.4% | -17.7% | +3.4% |
| 3Y | +64.0% | +72.7% | -8.6% | +24.7% |
| 5Y | +27.6% | +60.3% | -32.7% | -1.4% |
| 10Y | +167.5% | +332.6% | -165.1% | +33.4% |
| All | +1,131.4% | +2,304.1% | -1,172.7% | +223.2% |
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