-97.4%
IRE vs EXPD
+39.7%
-137.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.9% |
| 7D | -15.5% | -5.5% | -10.0% | -13.6% |
| 30D | -70.4% | -1.9% | -68.5% | -69.7% |
| 3M | -81.6% | +6.1% | -87.7% | -81.2% |
| 6M | -94.7% | +21.6% | -116.3% | -94.7% |
| YTD | -91.8% | +27.9% | -119.6% | -93.5% |
| All | -97.4% | +39.7% | -137.1% | -98.1% |
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