-2.8%
EXPE vs IWD
+28.9%
-31.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.5% |
| 7D | -0.5% | +2.3% | -2.8% | -4.1% |
| 30D | -6.1% | +3.6% | -9.7% | -9.5% |
| 3M | -21.3% | +2.2% | -23.5% | -22.8% |
| 6M | +19.0% | +13.0% | +6.0% | +4.7% |
| YTD | -8.4% | +26.5% | -34.9% | -34.1% |
| 1Y | -2.8% | +30.1% | -32.9% | -35.1% |
| All | -2.8% | +28.9% | -31.7% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling