+855.0%
EXPE vs IWD
+504.1%
+350.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.9% |
| 7D | -9.5% | -0.3% | -9.3% | -9.2% |
| 30D | -6.6% | +0.6% | -7.2% | -7.2% |
| 3M | +31.4% | +7.2% | +24.2% | +21.0% |
| 6M | +35.2% | +16.2% | +19.0% | +12.7% |
| YTD | +5.8% | +23.3% | -17.5% | -17.7% |
| 1Y | +38.7% | +29.6% | +9.1% | +2.2% |
| 3Y | +175.8% | +70.5% | +105.3% | +50.4% |
| 5Y | +111.8% | +73.5% | +38.4% | +16.8% |
| 10Y | +179.7% | +198.3% | -18.6% | -11.7% |
| All | +855.0% | +504.1% | +350.9% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling