+487.2%
IBKR vs EXPD
+61.0%
+426.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.2% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | -0.3% | +5.2% | -5.5% | -1.9% |
| 3M | +4.7% | +13.2% | -8.5% | +0.5% |
| 6M | +34.0% | +30.3% | +3.7% | +22.3% |
| YTD | +40.8% | +27.0% | +13.8% | +29.3% |
| 1Y | +45.7% | +57.3% | -11.6% | +23.9% |
| 3Y | +288.4% | +70.0% | +218.4% | +214.9% |
| 5Y | +487.2% | +61.6% | +425.6% | +381.8% |
| All | +487.2% | +61.0% | +426.1% | +381.8% |
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