+25.4%
IP vs EXPD
+313.3%
-287.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -1.8% |
| 7D | -5.0% | -4.8% | -0.2% | -2.7% |
| 30D | +6.5% | -1.5% | +8.1% | +7.2% |
| 3M | -18.0% | +4.1% | -22.1% | -20.0% |
| 6M | +10.3% | +24.0% | -13.7% | -1.7% |
| YTD | -9.9% | +27.4% | -37.3% | -22.2% |
| 1Y | -1.1% | +38.4% | -39.4% | -18.4% |
| 3Y | +13.0% | +73.2% | -60.2% | -20.2% |
| 5Y | -12.3% | +59.9% | -72.1% | -36.8% |
| All | +25.4% | +313.3% | -287.9% | -47.5% |
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 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