-5.0%
IWF vs EXPD
+35.2%
-40.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | -5.0% | -7.2% | +2.2% | -4.1% |
| 30D | -13.2% | -3.3% | -9.9% | -12.7% |
| 3M | -9.4% | +3.4% | -12.8% | -9.6% |
| 6M | -8.6% | +22.7% | -31.3% | -10.1% |
| YTD | -5.3% | +24.5% | -29.8% | -7.8% |
| 1Y | -5.0% | +38.6% | -43.6% | -10.7% |
| All | -5.0% | +35.2% | -40.2% | -10.7% |
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