+337.2%
IP vs EXPD
+32,316.9%
-31,979.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.4% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +11.2% | +1.8% | +9.4% | +10.6% |
| 3M | -14.8% | +8.9% | -23.7% | -17.0% |
| 6M | +17.3% | +42.2% | -24.9% | +5.4% |
| YTD | -6.2% | +33.4% | -39.5% | -14.7% |
| 1Y | +2.3% | +47.2% | -44.8% | -9.5% |
| 3Y | +17.7% | +81.3% | -63.6% | -3.1% |
| 5Y | -8.4% | +60.2% | -68.6% | -22.6% |
| 10Y | +32.1% | +339.5% | -307.5% | -14.8% |
| All | +337.2% | +32,316.9% | -31,979.7% | +98.4% |
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