+62.8%
IOT vs EXPD
+48.6%
+14.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -2.3% | -1.1% | -1.2% | -1.6% |
| 30D | +3.8% | +4.1% | -0.3% | +1.5% |
| 3M | +14.2% | +17.9% | -3.7% | +3.7% |
| 6M | +40.1% | +29.2% | +10.9% | +19.9% |
| YTD | +13.4% | +27.4% | -14.0% | -3.4% |
| 1Y | +12.2% | +56.8% | -44.7% | -17.2% |
| 3Y | +30.0% | +68.0% | -38.1% | -13.8% |
| All | +62.8% | +48.6% | +14.1% | +32.5% |
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