+125.4%
EXPE vs IBB
+133.2%
-7.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.1% |
| 7D | -17.8% | -1.4% | -16.4% | -16.8% |
| 30D | -3.2% | +6.8% | -10.0% | -7.0% |
| 3M | -19.0% | +9.2% | -28.2% | -23.7% |
| 6M | +17.7% | +28.3% | -10.6% | -0.4% |
| YTD | -7.8% | +29.4% | -37.1% | -23.0% |
| 1Y | -1.4% | +33.2% | -34.5% | -19.3% |
| 3Y | +121.9% | +90.2% | +31.8% | +40.6% |
| 5Y | +44.3% | +44.0% | +0.3% | +8.6% |
| 10Y | +125.4% | +133.1% | -7.7% | +26.8% |
| All | +125.4% | +133.2% | -7.8% | +26.8% |
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