+91.1%
EXPE vs IWF
+73.3%
+17.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.6% | -7.6% |
| 7D | -9.8% | +1.5% | -11.2% | -11.1% |
| 30D | -11.5% | -1.3% | -10.2% | -10.6% |
| 3M | +21.7% | +0.1% | +21.6% | +20.5% |
| 6M | +10.4% | +10.3% | +0.1% | -1.7% |
| YTD | -2.5% | +4.2% | -6.7% | -7.4% |
| 1Y | +27.3% | +9.3% | +18.0% | +14.7% |
| 3Y | +153.5% | +79.3% | +74.2% | +31.5% |
| 5Y | +91.1% | +73.8% | +17.3% | +2.0% |
| All | +91.1% | +73.3% | +17.7% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling