+173.3%
IRM vs EXPD
+55.6%
+117.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.7% |
| 7D | -8.6% | -7.2% | -1.4% | -6.2% |
| 30D | -8.0% | -3.3% | -4.7% | -6.9% |
| 3M | -12.0% | +3.4% | -15.4% | -13.0% |
| 6M | -18.2% | +22.7% | -40.9% | -23.8% |
| YTD | +31.4% | +24.5% | +6.8% | +19.5% |
| 1Y | +9.2% | +38.6% | -29.5% | -5.1% |
| 3Y | +94.6% | +71.5% | +23.1% | +49.5% |
| All | +173.3% | +55.6% | +117.7% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling