-4.6%
EXPE vs IWD
+29.9%
-34.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -11.2% | +1.6% | -12.8% | -12.3% |
| 30D | -7.5% | +3.6% | -11.0% | -10.8% |
| 3M | -19.1% | +2.0% | -21.1% | -20.4% |
| 6M | +10.7% | +13.1% | -2.3% | -2.7% |
| YTD | -9.9% | +26.2% | -36.1% | -34.7% |
| 1Y | -4.6% | +29.6% | -34.2% | -34.9% |
| All | -4.6% | +29.9% | -34.5% | -34.9% |
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