+130.4%
EXPE vs IWF
+389.3%
-258.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -4.2% | +5.3% | -9.5% | -9.0% |
| 30D | -4.5% | -8.6% | +4.1% | +3.8% |
| 3M | -19.7% | -6.5% | -13.2% | -14.9% |
| 6M | +18.3% | -5.6% | +23.9% | +23.2% |
| YTD | -7.3% | -1.5% | -5.8% | -7.3% |
| 1Y | -3.9% | -2.8% | -1.1% | -2.5% |
| 3Y | +123.0% | +67.1% | +55.9% | +30.1% |
| 5Y | +47.9% | +57.6% | -9.7% | -8.5% |
| All | +130.4% | +389.3% | -258.9% | -55.2% |
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