+26.1%
EXPE vs IWF
+8.6%
+17.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -11.5% | +0.5% | -12.0% | -11.8% |
| 30D | -13.1% | -1.4% | -11.7% | -12.3% |
| 3M | +18.1% | +0.4% | +17.7% | +17.7% |
| 6M | +13.3% | +8.5% | +4.8% | +3.8% |
| YTD | -3.2% | +3.7% | -6.9% | -6.8% |
| 1Y | +26.1% | +8.5% | +17.7% | +12.8% |
| All | +26.1% | +8.6% | +17.5% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling