-20.2%
IBM vs EXPD
+41.2%
-61.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.3% | +3.6% | -3.9% | -1.1% |
| 30D | +6.8% | +0.3% | +6.5% | +6.5% |
| 3M | +4.4% | +6.1% | -1.7% | +2.9% |
| 6M | +13.2% | +27.4% | -14.2% | +5.9% |
| YTD | -15.1% | +32.0% | -47.1% | -20.8% |
| 1Y | -20.2% | +40.5% | -60.7% | -27.1% |
| All | -20.2% | +41.2% | -61.4% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling