+80.4%
IBM vs EXPD
+68.8%
+11.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -5.0% | -7.2% | +2.2% | -3.6% |
| 30D | +11.1% | -3.3% | +14.4% | +11.8% |
| 3M | +5.7% | +3.4% | +2.3% | +5.0% |
| 6M | +10.1% | +22.7% | -12.6% | +5.2% |
| YTD | -15.6% | +24.5% | -40.1% | -19.4% |
| 1Y | -19.5% | +38.6% | -58.2% | -24.6% |
| 3Y | +80.4% | +71.5% | +8.9% | +62.1% |
| All | +80.4% | +68.8% | +11.6% | +62.1% |
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 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