+9,217.0%
IRM vs EXPD
+16,160.0%
-6,943.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.5% |
| 7D | -8.6% | -7.2% | -1.4% | -6.8% |
| 30D | -8.0% | -3.3% | -4.7% | -7.2% |
| 3M | -12.0% | +3.4% | -15.4% | -12.7% |
| 6M | -18.2% | +22.7% | -40.9% | -22.4% |
| YTD | +31.4% | +24.5% | +6.8% | +22.9% |
| 1Y | +9.2% | +38.6% | -29.5% | -0.7% |
| 3Y | +94.6% | +71.5% | +23.1% | +65.9% |
| 5Y | +170.2% | +56.2% | +113.9% | +134.4% |
| 10Y | +464.3% | +310.5% | +153.8% | +286.3% |
| All | +9,217.0% | +16,160.0% | -6,943.0% | +3,382.8% |
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