+855.0%
EXPE vs IBB
+760.3%
+94.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | -9.5% | +1.4% | -11.0% | -10.4% |
| 30D | -6.6% | +10.5% | -17.1% | -13.4% |
| 3M | +31.4% | +23.6% | +7.7% | +12.5% |
| 6M | +35.2% | +22.6% | +12.6% | +15.6% |
| YTD | +5.8% | +25.7% | -19.9% | -11.4% |
| 1Y | +38.7% | +51.4% | -12.7% | +1.2% |
| 3Y | +175.8% | +64.4% | +111.4% | +88.0% |
| 5Y | +111.8% | +22.1% | +89.7% | +76.4% |
| 10Y | +179.7% | +132.5% | +47.2% | +37.8% |
| All | +855.0% | +760.3% | +94.8% | +28.5% |
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