-83.7%
IRE vs EXPD
+58.6%
-142.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.9% | +13.1% | +13.9% |
| 7D | +54.8% | -1.1% | +55.9% | +55.0% |
| 30D | +18.4% | +4.1% | +14.3% | +17.9% |
| 3M | -66.7% | +17.9% | -84.6% | -68.0% |
| 6M | -52.3% | +29.2% | -81.5% | -56.2% |
| YTD | -52.3% | +27.4% | -79.7% | -58.3% |
| All | -83.7% | +58.6% | -142.3% | -88.1% |
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