+481.1%
IRM vs EXPD
+334.2%
+147.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.0% |
| 7D | -3.8% | -5.5% | +1.7% | -1.5% |
| 30D | -3.2% | -1.9% | -1.3% | -2.4% |
| 3M | -7.8% | +6.1% | -13.9% | -9.9% |
| 6M | -12.7% | +21.6% | -34.3% | -19.4% |
| YTD | +36.7% | +27.9% | +8.8% | +21.4% |
| 1Y | +10.0% | +39.4% | -29.3% | -6.0% |
| 3Y | +107.2% | +72.7% | +34.6% | +56.9% |
| 5Y | +181.6% | +60.3% | +121.2% | +116.3% |
| 10Y | +481.1% | +332.6% | +148.6% | +213.0% |
| All | +481.1% | +334.2% | +147.0% | +213.0% |
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