+383.3%
IWF vs EXPD
+334.2%
+49.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +1.8% |
| 7D | -1.0% | -5.5% | +4.4% | +1.4% |
| 30D | -10.1% | -1.9% | -8.2% | -9.4% |
| 3M | -7.6% | +6.1% | -13.7% | -10.1% |
| 6M | -6.7% | +21.6% | -28.4% | -14.8% |
| YTD | -2.5% | +27.9% | -30.4% | -14.2% |
| 1Y | -2.1% | +39.4% | -41.5% | -17.3% |
| 3Y | +68.6% | +72.7% | -4.0% | +24.4% |
| 5Y | +55.8% | +60.3% | -4.5% | +16.7% |
| 10Y | +383.3% | +332.6% | +50.7% | +133.0% |
| All | +383.3% | +334.2% | +49.1% | +133.0% |
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