+10.1%
IWF vs EXPD
+57.8%
-47.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +0.5% | -1.1% | +1.7% | +0.6% |
| 30D | -0.4% | +4.1% | -4.5% | -0.6% |
| 3M | -2.6% | +17.9% | -20.5% | -3.5% |
| 6M | +9.1% | +29.2% | -20.1% | +7.5% |
| YTD | +4.5% | +27.4% | -22.9% | +3.5% |
| 1Y | +10.1% | +56.8% | -46.7% | +9.8% |
| All | +10.1% | +57.8% | -47.8% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling