+2,413.6%
IBM vs EXPD
+30,859.1%
-28,445.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +0.3% | +4.1% | -3.8% | -0.6% |
| 3M | -21.6% | +17.9% | -39.5% | -24.5% |
| 6M | -4.7% | +29.2% | -33.9% | -10.2% |
| YTD | -19.1% | +27.4% | -46.4% | -23.6% |
| 1Y | -2.5% | +56.8% | -59.3% | -12.2% |
| 3Y | +74.2% | +68.0% | +6.1% | +53.1% |
| 5Y | +113.1% | +61.9% | +51.3% | +86.5% |
| 10Y | +133.5% | +316.0% | -182.5% | +68.4% |
| All | +2,413.6% | +30,859.1% | -28,445.5% | +1,087.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling