+731.9%
IWD vs EXPD
+2,295.0%
-1,563.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.0% |
| 7D | -0.9% | -4.8% | +3.9% | +0.7% |
| 30D | +2.6% | -1.5% | +4.2% | +3.1% |
| 3M | +1.2% | +4.1% | -2.9% | -0.4% |
| 6M | +12.1% | +24.0% | -11.9% | +3.4% |
| YTD | +24.1% | +27.4% | -3.3% | +12.2% |
| 1Y | +28.5% | +38.4% | -9.9% | +12.6% |
| 3Y | +79.5% | +73.2% | +6.3% | +42.5% |
| 5Y | +70.3% | +59.9% | +10.4% | +36.8% |
| 10Y | +212.5% | +319.9% | -107.4% | +75.4% |
| All | +731.9% | +2,295.0% | -1,563.0% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling