-97.5%
IRE vs EXPD
+41.2%
-138.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.6% | -14.1% | -13.6% |
| 7D | +11.1% | +3.6% | +7.5% | +10.2% |
| 30D | -75.2% | +0.3% | -75.4% | -74.7% |
| 3M | -86.4% | +6.1% | -92.4% | -86.1% |
| 6M | -94.8% | +27.4% | -122.2% | -94.9% |
| YTD | -93.3% | +32.0% | -125.3% | -94.7% |
| 1Y | -97.5% | +40.5% | -138.0% | -98.1% |
| All | -97.5% | +41.2% | -138.7% | -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