+191.2%
IRM vs EXPD
+63.3%
+127.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.7% |
| 7D | +8.6% | +3.6% | +5.0% | +7.3% |
| 30D | 0.0% | +0.3% | -0.3% | 0.0% |
| 3M | -7.1% | +6.1% | -13.2% | -9.0% |
| 6M | -7.9% | +27.4% | -35.2% | -15.3% |
| YTD | +41.3% | +32.0% | +9.3% | +26.0% |
| 1Y | +20.7% | +40.5% | -19.8% | +4.8% |
| 3Y | +112.2% | +75.7% | +36.5% | +62.5% |
| 5Y | +191.2% | +61.7% | +129.5% | +124.2% |
| All | +191.2% | +63.3% | +127.9% | +124.2% |
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