+39.8%
EXPE vs IBN
+70.2%
-30.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.0% |
| 7D | -13.3% | +14.6% | -27.9% | -20.8% |
| 30D | -5.5% | +23.5% | -29.0% | -17.5% |
| 3M | -16.5% | +14.0% | -30.5% | -23.4% |
| 6M | +13.1% | +31.1% | -18.0% | -5.1% |
| YTD | -8.0% | +16.6% | -24.6% | -17.0% |
| 1Y | +1.1% | +14.9% | -13.8% | -8.2% |
| 3Y | +131.2% | +56.9% | +74.3% | +58.6% |
| 5Y | +39.8% | +69.7% | -29.9% | -14.1% |
| All | +39.8% | +70.2% | -30.5% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling