+966.9%
IBKR vs EXPD
+324.8%
+642.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -3.8% | +1.2% | -5.0% | -4.3% |
| 30D | -0.3% | +6.8% | -7.1% | -3.1% |
| 3M | +4.8% | +14.9% | -10.2% | -1.7% |
| 6M | +30.8% | +34.6% | -3.8% | +13.7% |
| YTD | +39.5% | +27.7% | +11.8% | +23.4% |
| 1Y | +43.7% | +57.7% | -14.0% | +14.3% |
| 3Y | +284.7% | +70.9% | +213.7% | +187.1% |
| 5Y | +484.9% | +59.5% | +425.4% | +340.5% |
| All | +966.9% | +324.8% | +642.2% | +349.5% |
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