+150.1%
IBM vs EXPD
+60.9%
+89.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +1.6% | +5.5% | -4.0% | +0.3% |
| 30D | +9.2% | -0.8% | +10.0% | +9.3% |
| 3M | +4.9% | +4.1% | +0.8% | +3.9% |
| 6M | +16.8% | +25.7% | -8.9% | +10.3% |
| YTD | -14.3% | +31.4% | -45.7% | -20.0% |
| 1Y | -16.7% | +42.2% | -58.9% | -23.8% |
| 3Y | +82.2% | +77.2% | +5.0% | +55.7% |
| All | +150.1% | +60.9% | +89.3% | +106.1% |
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 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