+151.7%
IBB vs EXPD
+304.0%
-152.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.5% |
| 7D | -1.8% | -7.2% | +5.3% | +0.8% |
| 30D | +5.1% | -3.3% | +8.3% | +6.2% |
| 3M | +10.7% | +3.4% | +7.3% | +9.1% |
| 6M | +22.9% | +22.7% | +0.2% | +13.4% |
| YTD | +26.7% | +24.5% | +2.2% | +14.6% |
| 1Y | +35.1% | +38.6% | -3.5% | +17.0% |
| 3Y | +80.2% | +71.5% | +8.7% | +40.0% |
| 5Y | +37.8% | +56.2% | -18.4% | +8.7% |
| All | +151.7% | +304.0% | -152.3% | +41.1% |
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