-98.0%
IRE vs EXPD
+63.7%
-161.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.4% | -13.9% | -14.3% |
| 7D | -31.8% | +5.5% | -37.4% | -32.7% |
| 30D | -71.8% | -0.8% | -70.9% | -71.2% |
| 3M | -88.9% | +4.1% | -93.1% | -88.7% |
| 6M | -95.4% | +25.7% | -121.0% | -95.5% |
| YTD | -94.2% | +31.4% | -125.6% | -94.9% |
| 1Y | -97.1% | +42.2% | -139.3% | -97.6% |
| All | -98.0% | +63.7% | -161.7% | -98.5% |
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