-97.8%
IRE vs EXPD
+35.2%
-133.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.3% | +41.8% | +39.9% |
| 7D | -27.2% | -7.2% | -20.0% | -25.5% |
| 30D | -75.1% | -3.3% | -71.9% | -74.5% |
| 3M | -77.9% | +3.4% | -81.3% | -77.2% |
| 6M | -94.6% | +22.7% | -117.3% | -94.6% |
| YTD | -91.5% | +24.5% | -116.1% | -92.8% |
| 1Y | -97.8% | +38.6% | -136.5% | -98.5% |
| All | -97.8% | +35.2% | -133.0% | -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 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