+144.7%
IBM vs EXPD
+60.8%
+83.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.5% | -7.4% | +5.9% | +0.2% |
| 30D | +8.4% | -2.1% | +10.5% | +8.9% |
| 3M | +4.2% | +5.7% | -1.5% | +2.8% |
| 6M | +7.9% | +21.4% | -13.4% | +2.8% |
| YTD | -15.2% | +27.6% | -42.8% | -20.3% |
| 1Y | -18.7% | +36.1% | -54.8% | -24.8% |
| 3Y | +79.2% | +69.9% | +9.3% | +54.8% |
| 5Y | +144.7% | +59.7% | +85.0% | +100.0% |
| All | +144.7% | +60.8% | +83.9% | +100.0% |
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