+118.5%
EXPE vs IBB
+139.6%
-21.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.8% |
| 7D | -13.3% | +2.7% | -16.0% | -14.5% |
| 30D | -5.5% | +6.3% | -11.8% | -9.0% |
| 3M | -16.5% | +11.1% | -27.5% | -22.2% |
| 6M | +13.1% | +29.2% | -16.1% | -4.7% |
| YTD | -8.0% | +30.2% | -38.2% | -23.5% |
| 1Y | +1.1% | +39.5% | -38.4% | -19.9% |
| 3Y | +131.2% | +92.3% | +38.8% | +45.4% |
| 5Y | +39.8% | +43.0% | -3.2% | +5.6% |
| 10Y | +118.5% | +137.1% | -18.6% | +21.7% |
| All | +118.5% | +139.6% | -21.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling