+201.7%
IWD vs EXPD
+335.0%
-133.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | +2.3% | +5.5% | -3.2% | +0.2% |
| 30D | +3.6% | -0.8% | +4.4% | +3.8% |
| 3M | +2.2% | +4.1% | -2.0% | +0.3% |
| 6M | +13.0% | +25.7% | -12.7% | +2.6% |
| YTD | +26.5% | +31.4% | -4.9% | +11.4% |
| 1Y | +30.1% | +42.2% | -12.0% | +10.7% |
| 3Y | +84.9% | +77.2% | +7.7% | +39.1% |
| 5Y | +73.4% | +61.0% | +12.4% | +33.5% |
| All | +201.7% | +335.0% | -133.3% | +44.9% |
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