+35.5%
IBB vs EXPD
+52.5%
-17.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.6% | -3.7% |
| 7D | -3.6% | -4.8% | +1.2% | -2.3% |
| 30D | +3.4% | -1.5% | +4.9% | +3.8% |
| 3M | +9.5% | +4.1% | +5.4% | +8.0% |
| 6M | +23.3% | +24.0% | -0.7% | +15.2% |
| YTD | +24.5% | +27.4% | -2.9% | +14.1% |
| 1Y | +32.9% | +38.4% | -5.5% | +18.1% |
| 3Y | +76.6% | +73.2% | +3.4% | +41.6% |
| 5Y | +35.5% | +59.9% | -24.4% | +3.6% |
| All | +35.5% | +52.5% | -17.0% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling