+133.1%
IBB vs EXPD
+337.7%
-204.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -0.8% |
| 30D | +6.8% | +0.6% | +6.2% | +6.5% |
| 3M | +9.2% | +9.8% | -0.6% | +5.3% |
| 6M | +28.3% | +25.8% | +2.6% | +17.3% |
| YTD | +29.4% | +31.3% | -1.9% | +14.8% |
| 1Y | +33.2% | +40.9% | -7.8% | +14.7% |
| 3Y | +90.2% | +74.7% | +15.5% | +46.9% |
| 5Y | +44.0% | +62.9% | -18.9% | +11.8% |
| 10Y | +133.1% | +334.3% | -201.3% | +22.3% |
| All | +133.1% | +337.7% | -204.6% | +22.3% |
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