+512.6%
IRM vs EXPD
+337.7%
+174.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.4% |
| 7D | -5.3% | -1.6% | -3.7% | -4.5% |
| 30D | -2.3% | +0.6% | -2.9% | -2.5% |
| 3M | -7.4% | +9.8% | -17.2% | -10.8% |
| 6M | -12.2% | +25.8% | -38.0% | -20.1% |
| YTD | +38.6% | +31.3% | +7.4% | +21.8% |
| 1Y | +14.9% | +40.9% | -26.0% | -2.2% |
| 3Y | +108.2% | +74.7% | +33.4% | +56.9% |
| 5Y | +183.8% | +62.9% | +121.0% | +116.6% |
| 10Y | +512.6% | +334.3% | +178.3% | +208.7% |
| All | +512.6% | +337.7% | +174.9% | +208.7% |
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 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