+9.2%
IRM vs EXPD
+35.2%
-26.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.1% |
| 7D | -8.6% | -7.2% | -1.4% | -8.1% |
| 30D | -8.0% | -3.3% | -4.7% | -7.5% |
| 3M | -12.0% | +3.4% | -15.4% | -11.7% |
| 6M | -18.2% | +22.7% | -40.9% | -17.6% |
| YTD | +31.4% | +24.5% | +6.8% | +24.2% |
| 1Y | +9.2% | +38.6% | -29.5% | -5.6% |
| All | +9.2% | +35.2% | -26.0% | -5.6% |
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