+50.0%
EXPE vs IBN
+4.2%
+45.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.8% | +6.8% | +7.8% |
| 7D | +14.6% | +8.9% | +5.7% | +8.3% |
| 30D | +21.4% | +12.6% | +8.8% | +12.6% |
| 3M | +1.4% | +3.1% | -1.7% | -0.7% |
| 6M | +28.6% | +20.6% | +8.0% | +14.3% |
| YTD | +12.1% | +5.8% | +6.4% | +9.7% |
| 1Y | +50.0% | +3.7% | +46.4% | +47.5% |
| All | +50.0% | +4.2% | +45.8% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling