+156.4%
EXPE vs IBN
+316.4%
-160.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -8.7% | -5.5% | -3.2% | -6.2% |
| 30D | -13.6% | -3.4% | -10.2% | -12.2% |
| 3M | +26.6% | +8.7% | +18.0% | +22.0% |
| 6M | +19.9% | +3.7% | +16.2% | +17.9% |
| YTD | -1.7% | -2.4% | +0.7% | -0.7% |
| 1Y | +29.4% | -8.1% | +37.5% | +33.9% |
| 3Y | +155.7% | +26.3% | +129.3% | +124.8% |
| 5Y | +93.1% | +54.9% | +38.1% | +55.4% |
| All | +156.4% | +316.4% | -160.0% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling