-16.1%
IP vs EXPD
+61.6%
-77.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | -5.3% | -1.1% | -4.1% | -4.8% |
| 30D | -10.9% | +4.1% | -14.9% | -12.2% |
| 3M | +11.2% | +17.9% | -6.7% | +4.3% |
| 6M | -10.2% | +29.2% | -39.5% | -19.0% |
| YTD | -2.0% | +27.4% | -29.3% | -11.9% |
| 1Y | -19.1% | +56.8% | -75.9% | -33.9% |
| 3Y | +20.9% | +68.0% | -47.2% | -6.1% |
| All | -16.1% | +61.6% | -77.7% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling