+2,140.8%
EXPD vs IBN
+1,532.9%
+607.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -1.1% | +1.4% | -2.5% | -1.4% |
| 30D | +4.1% | -0.3% | +4.4% | +4.1% |
| 3M | +17.9% | +17.1% | +0.8% | +13.8% |
| 6M | +29.2% | +3.4% | +25.8% | +27.9% |
| YTD | +27.4% | +2.5% | +24.8% | +26.1% |
| 1Y | +56.8% | -4.2% | +61.0% | +57.4% |
| 3Y | +68.0% | +32.4% | +35.6% | +55.9% |
| 5Y | +61.9% | +59.2% | +2.7% | +43.2% |
| 10Y | +316.0% | +345.7% | -29.7% | +176.3% |
| All | +2,140.8% | +1,532.9% | +607.9% | +875.2% |
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