+174.2%
EXPE vs IWD
+70.7%
+103.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.7% |
| 7D | -9.5% | -0.3% | -9.3% | -9.1% |
| 30D | -6.6% | +0.6% | -7.2% | -7.3% |
| 3M | +31.4% | +7.2% | +24.2% | +18.2% |
| 6M | +35.2% | +16.2% | +19.0% | +6.5% |
| YTD | +5.8% | +23.3% | -17.5% | -24.3% |
| 1Y | +38.7% | +29.6% | +9.1% | -8.1% |
| All | +174.2% | +70.7% | +103.5% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling