+732.4%
EXPE vs IBN
+915.8%
-183.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -17.8% | +11.1% | -28.9% | -21.0% |
| 30D | -3.2% | +23.9% | -27.1% | -10.2% |
| 3M | -19.0% | +16.3% | -35.3% | -23.2% |
| 6M | +17.7% | +34.2% | -16.5% | +6.1% |
| YTD | -7.8% | +17.6% | -25.3% | -13.0% |
| 1Y | -1.4% | +13.8% | -15.2% | -6.0% |
| 3Y | +121.9% | +57.0% | +64.9% | +87.2% |
| 5Y | +44.3% | +75.3% | -31.1% | +18.3% |
| 10Y | +125.4% | +388.7% | -263.2% | +27.7% |
| All | +732.4% | +915.8% | -183.4% | +215.9% |
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