+104.9%
EXPE vs IWD
+73.6%
+31.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.6% |
| 7D | -9.5% | -0.3% | -9.3% | -9.1% |
| 30D | -6.6% | +0.6% | -7.2% | -7.4% |
| 3M | +31.4% | +7.2% | +24.2% | +18.0% |
| 6M | +35.2% | +16.2% | +19.0% | +6.3% |
| YTD | +5.8% | +23.3% | -17.5% | -24.3% |
| 1Y | +38.7% | +29.6% | +9.1% | -7.9% |
| 3Y | +175.8% | +70.5% | +105.3% | +20.2% |
| All | +104.9% | +73.6% | +31.2% | -11.1% |
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 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