+115.9%
EXPE vs IWD
+203.8%
-87.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -11.2% | +1.6% | -12.8% | -12.5% |
| 30D | -7.5% | +3.6% | -11.0% | -11.2% |
| 3M | -19.1% | +2.0% | -21.1% | -20.5% |
| 6M | +10.7% | +13.1% | -2.3% | -5.6% |
| YTD | -9.9% | +26.2% | -36.1% | -34.2% |
| 1Y | -4.6% | +29.6% | -34.2% | -32.7% |
| 3Y | +116.8% | +84.3% | +32.5% | -3.3% |
| 5Y | +38.6% | +73.4% | -34.9% | -31.0% |
| 10Y | +115.9% | +202.5% | -86.6% | -39.4% |
| All | +115.9% | +203.8% | -87.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling