+10,042.6%
IRM vs EXPD
+16,529.0%
-6,486.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -0.5% | -1.1% | +0.7% | -0.2% |
| 30D | -8.1% | +4.1% | -12.2% | -9.0% |
| 3M | -9.7% | +17.9% | -27.6% | -13.4% |
| 6M | +10.0% | +29.2% | -19.2% | +2.7% |
| YTD | +43.0% | +27.4% | +15.6% | +33.0% |
| 1Y | +32.7% | +56.8% | -24.2% | +16.7% |
| 3Y | +102.7% | +68.0% | +34.7% | +73.8% |
| 5Y | +187.6% | +61.9% | +125.7% | +147.0% |
| 10Y | +420.1% | +316.0% | +104.1% | +254.9% |
| All | +10,042.6% | +16,529.0% | -6,486.4% | +3,671.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling