-96.9%
IRE vs EXPD
+66.1%
-162.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -3.2% | -20.0% | -22.7% |
| 7D | -46.8% | +0.3% | -47.1% | -46.6% |
| 30D | -75.5% | +1.8% | -77.3% | -75.4% |
| 3M | -79.4% | +8.9% | -88.3% | -79.5% |
| 6M | -91.3% | +42.2% | -133.5% | -92.0% |
| YTD | -90.8% | +33.4% | -124.2% | -92.0% |
| 1Y | -97.7% | +47.2% | -144.9% | -98.1% |
| All | -96.9% | +66.1% | -162.9% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling