+205.1%
IWD vs EXPD
+304.0%
-98.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | -0.5% | -7.2% | +6.7% | +2.3% |
| 30D | +2.7% | -3.3% | +5.9% | +3.8% |
| 3M | +0.9% | +3.4% | -2.5% | -0.7% |
| 6M | +10.5% | +22.7% | -12.1% | +1.3% |
| YTD | +23.7% | +24.5% | -0.8% | +11.3% |
| 1Y | +28.7% | +38.6% | -9.9% | +10.5% |
| 3Y | +79.7% | +71.5% | +8.2% | +36.9% |
| 5Y | +69.7% | +56.2% | +13.4% | +31.9% |
| All | +205.1% | +304.0% | -98.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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