+197.5%
IWD vs EXPD
+315.7%
-118.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -0.3% | -1.1% | +0.9% | +0.2% |
| 30D | +0.6% | +4.1% | -3.5% | -1.0% |
| 3M | +7.2% | +17.9% | -10.7% | +0.2% |
| 6M | +16.2% | +29.2% | -13.0% | +4.2% |
| YTD | +23.3% | +27.4% | -4.0% | +10.2% |
| 1Y | +29.6% | +56.8% | -27.3% | +5.3% |
| 3Y | +70.5% | +68.0% | +2.4% | +31.4% |
| 5Y | +73.5% | +61.9% | +11.6% | +32.5% |
| All | +197.5% | +315.7% | -118.2% | +45.0% |
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