+180.8%
IRM vs EXPD
+60.9%
+119.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.8% | +5.5% | +1.3% | +4.9% |
| 30D | +2.6% | -0.8% | +3.4% | +3.0% |
| 3M | -9.5% | +4.1% | -13.6% | -10.7% |
| 6M | -8.5% | +25.7% | -34.2% | -15.5% |
| YTD | +40.3% | +31.4% | +8.9% | +25.3% |
| 1Y | +28.7% | +42.2% | -13.5% | +11.1% |
| 3Y | +111.8% | +77.2% | +34.6% | +61.5% |
| All | +180.8% | +60.9% | +119.9% | +116.2% |
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