+127.7%
EXPE vs IBN
+385.6%
-257.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.5% | +1.9% | -2.3% | -1.4% |
| 30D | -6.1% | +22.1% | -28.2% | -14.7% |
| 3M | -21.3% | +17.1% | -38.4% | -27.2% |
| 6M | +19.0% | +35.5% | -16.5% | +2.7% |
| YTD | -8.4% | +16.8% | -25.2% | -15.3% |
| 1Y | -2.8% | +12.4% | -15.2% | -8.5% |
| 3Y | +120.8% | +58.0% | +62.7% | +73.1% |
| 5Y | +46.2% | +73.7% | -27.5% | +10.3% |
| All | +127.7% | +385.6% | -257.9% | +21.0% |
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