+517.3%
IRM vs EXPD
+335.0%
+182.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.8% | +5.5% | +1.3% | +4.6% |
| 30D | +2.6% | -0.8% | +3.4% | +3.0% |
| 3M | -9.5% | +4.1% | -13.6% | -10.9% |
| 6M | -8.5% | +25.7% | -34.2% | -16.6% |
| YTD | +40.3% | +31.4% | +8.9% | +23.2% |
| 1Y | +28.7% | +42.2% | -13.5% | +9.1% |
| 3Y | +111.8% | +77.2% | +34.6% | +58.6% |
| 5Y | +189.1% | +61.0% | +128.1% | +121.9% |
| All | +517.3% | +335.0% | +182.3% | +210.9% |
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