+307.2%
IBKR vs EXPD
+75.3%
+232.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +7.9% | +5.5% | +2.4% | +6.3% |
| 30D | -2.8% | -0.8% | -2.0% | -2.5% |
| 3M | -10.5% | +4.1% | -14.6% | -11.4% |
| 6M | -3.7% | +25.7% | -29.4% | -9.6% |
| YTD | +27.6% | +31.4% | -3.8% | +17.8% |
| 1Y | +22.5% | +42.2% | -19.7% | +10.7% |
| 3Y | +307.2% | +77.2% | +230.0% | +259.3% |
| All | +307.2% | +75.3% | +232.0% | +259.3% |
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 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