+855.0%
EXPE vs IBN
+786.0%
+69.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -9.5% | +1.4% | -10.9% | -10.0% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | +31.4% | +17.1% | +14.3% | +24.4% |
| 6M | +35.2% | +3.4% | +31.8% | +33.4% |
| YTD | +5.8% | +2.5% | +3.3% | +4.9% |
| 1Y | +38.7% | -4.2% | +42.8% | +40.3% |
| 3Y | +175.8% | +32.4% | +143.4% | +147.3% |
| 5Y | +111.8% | +59.2% | +52.7% | +79.5% |
| 10Y | +179.7% | +345.7% | -166.0% | +63.2% |
| All | +855.0% | +786.0% | +69.0% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling