+77.1%
IBB vs EXPD
+72.7%
+4.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.6% | -4.0% |
| 7D | -3.6% | -4.8% | +1.2% | -2.6% |
| 30D | +3.4% | -1.5% | +4.9% | +3.7% |
| 3M | +9.5% | +4.1% | +5.4% | +8.4% |
| 6M | +23.3% | +24.0% | -0.7% | +17.0% |
| YTD | +24.5% | +27.4% | -2.9% | +16.2% |
| 1Y | +32.9% | +38.4% | -5.5% | +20.7% |
| All | +77.1% | +72.7% | +4.4% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling