+2,091.1%
EXPD vs IBN
+1,726.4%
+364.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.4% | -3.2% |
| 7D | -7.2% | +15.1% | -22.2% | -10.1% |
| 30D | -3.3% | +21.6% | -24.9% | -7.5% |
| 3M | +3.4% | +11.2% | -7.8% | +0.8% |
| 6M | +22.7% | +27.8% | -5.1% | +15.9% |
| YTD | +24.5% | +14.7% | +9.9% | +20.1% |
| 1Y | +38.6% | +14.4% | +24.2% | +33.8% |
| 3Y | +71.5% | +52.1% | +19.4% | +54.1% |
| 5Y | +56.2% | +70.7% | -14.5% | +36.1% |
| 10Y | +310.5% | +385.5% | -75.1% | +167.9% |
| All | +2,091.1% | +1,726.4% | +364.7% | +828.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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