+129.6%
IBB vs EXPD
+315.7%
-186.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +1.4% | -1.1% | +2.6% | +1.8% |
| 30D | +10.5% | +4.1% | +6.4% | +8.8% |
| 3M | +23.6% | +17.9% | +5.7% | +16.1% |
| 6M | +22.6% | +29.2% | -6.6% | +10.7% |
| YTD | +25.7% | +27.4% | -1.7% | +13.0% |
| 1Y | +51.4% | +56.8% | -5.5% | +24.4% |
| 3Y | +64.4% | +68.0% | -3.7% | +29.1% |
| 5Y | +22.1% | +61.9% | -39.7% | -5.1% |
| All | +129.6% | +315.7% | -186.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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