+67.4%
IOT vs EXPD
+53.3%
+14.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.9% | +5.5% | -4.6% | -2.0% |
| 30D | +1.4% | -0.8% | +2.2% | +1.7% |
| 3M | +0.5% | +4.1% | -3.6% | -1.9% |
| 6M | +50.3% | +25.7% | +24.6% | +31.2% |
| YTD | +16.7% | +31.4% | -14.7% | -2.6% |
| 1Y | +6.8% | +42.2% | -35.4% | -15.1% |
| 3Y | +75.5% | +77.2% | -1.7% | +11.7% |
| All | +67.4% | +53.3% | +14.1% | +33.6% |
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