+191.0%
IRM vs EXPD
+60.9%
+130.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +1.6% | -0.9% | +2.6% | +1.9% |
| 30D | -4.2% | +4.1% | -8.2% | -5.4% |
| 3M | -5.4% | +13.8% | -19.1% | -9.4% |
| 6M | +12.0% | +27.3% | -15.3% | +2.9% |
| YTD | +42.0% | +25.4% | +16.6% | +29.3% |
| 1Y | +29.9% | +54.4% | -24.5% | +8.1% |
| 3Y | +104.4% | +67.9% | +36.5% | +60.6% |
| 5Y | +191.0% | +59.2% | +131.8% | +117.3% |
| All | +191.0% | +60.9% | +130.1% | +117.3% |
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