+115.5%
EXPE vs IBB
+156.3%
-40.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -6.0% |
| 7D | -9.3% | -1.8% | -7.5% | -7.9% |
| 30D | +0.1% | +5.1% | -4.9% | -2.7% |
| 3M | -15.3% | +10.7% | -26.0% | -20.8% |
| 6M | +5.5% | +22.9% | -17.4% | -7.9% |
| YTD | -8.0% | +26.7% | -34.7% | -21.8% |
| 1Y | +18.9% | +35.1% | -16.2% | -3.4% |
| 3Y | +135.5% | +80.2% | +55.3% | +56.4% |
| 5Y | +44.3% | +37.8% | +6.4% | +12.2% |
| All | +115.5% | +156.3% | -40.8% | +29.2% |
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