+160.0%
EXPE vs IWF
+422.7%
-262.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.7% |
| 7D | -5.8% | -0.9% | -4.9% | -4.9% |
| 30D | -13.6% | -1.7% | -11.9% | -12.4% |
| 3M | +25.2% | +0.7% | +24.5% | +23.2% |
| 6M | +22.3% | +8.6% | +13.8% | +11.4% |
| YTD | -0.3% | +3.5% | -3.8% | -4.5% |
| 1Y | +27.8% | +7.0% | +20.8% | +18.2% |
| 3Y | +162.4% | +76.3% | +86.1% | +46.4% |
| 5Y | +95.8% | +74.8% | +21.1% | +10.2% |
| All | +160.0% | +422.7% | -262.7% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling