+713.2%
EXPE vs IBB
+781.7%
-68.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.3% |
| 7D | -11.2% | +0.8% | -12.0% | -11.3% |
| 30D | -7.5% | +5.2% | -12.6% | -10.5% |
| 3M | -19.1% | +8.6% | -27.7% | -23.9% |
| 6M | +10.7% | +27.8% | -17.1% | -7.4% |
| YTD | -9.9% | +28.8% | -38.7% | -25.8% |
| 1Y | -4.6% | +36.4% | -41.0% | -24.7% |
| 3Y | +116.8% | +89.3% | +27.5% | +33.4% |
| 5Y | +38.6% | +43.3% | -4.7% | +4.0% |
| 10Y | +115.9% | +130.6% | -14.8% | +8.7% |
| All | +713.2% | +781.7% | -68.5% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling