+730.7%
EXPE vs IWD
+505.9%
+224.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.4% |
| 7D | -9.3% | -0.5% | -8.9% | -8.2% |
| 30D | +0.1% | +2.7% | -2.5% | -2.2% |
| 3M | -15.3% | +0.9% | -16.2% | -15.4% |
| 6M | +5.5% | +10.5% | -5.1% | -5.7% |
| YTD | -8.0% | +23.7% | -31.7% | -28.0% |
| 1Y | +18.9% | +28.7% | -9.9% | -11.0% |
| 3Y | +135.5% | +79.7% | +55.8% | +21.5% |
| 5Y | +44.3% | +69.7% | -25.4% | -17.7% |
| 10Y | +117.7% | +211.4% | -93.7% | -33.8% |
| All | +730.7% | +505.9% | +224.8% | +31.5% |
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