+392.2%
IWF vs EXPD
+337.7%
+54.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.1% |
| 7D | -1.1% | -1.6% | +0.5% | -0.4% |
| 30D | -8.3% | +0.6% | -8.9% | -8.5% |
| 3M | -5.6% | +9.8% | -15.4% | -9.4% |
| 6M | -5.4% | +25.8% | -31.2% | -14.8% |
| YTD | -1.2% | +31.3% | -32.4% | -14.0% |
| 1Y | -2.7% | +40.9% | -43.6% | -18.2% |
| 3Y | +67.8% | +74.7% | -7.0% | +23.2% |
| 5Y | +60.1% | +62.9% | -2.8% | +19.1% |
| 10Y | +392.2% | +334.3% | +57.8% | +135.3% |
| All | +392.2% | +337.7% | +54.4% | +135.3% |
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