-97.7%
IRE vs EXPD
+53.8%
-151.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -3.2% | -20.0% | -22.6% |
| 7D | -46.8% | +0.3% | -47.1% | -46.5% |
| 30D | -75.5% | +1.8% | -77.3% | -75.4% |
| 3M | -79.4% | +8.9% | -88.3% | -79.5% |
| 6M | -91.3% | +42.2% | -133.5% | -92.1% |
| YTD | -90.8% | +33.4% | -124.2% | -93.2% |
| 1Y | -97.7% | +47.2% | -144.9% | -98.8% |
| All | -97.7% | +53.8% | -151.5% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling