+39.5%
EXPE vs IWD
+68.9%
-29.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.3% |
| 7D | -9.3% | -0.5% | -8.9% | -7.8% |
| 30D | +0.1% | +2.7% | -2.5% | -2.9% |
| 3M | -15.3% | +0.9% | -16.2% | -15.5% |
| 6M | +5.5% | +10.5% | -5.1% | -9.1% |
| YTD | -8.0% | +23.7% | -31.7% | -33.9% |
| 1Y | +18.9% | +28.7% | -9.9% | -19.6% |
| 3Y | +135.5% | +79.7% | +55.8% | -5.7% |
| All | +39.5% | +68.9% | -29.4% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling