+650.0%
IWF vs EXPD
+2,240.9%
-1,590.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +2.1% |
| 7D | -5.0% | -7.2% | +2.2% | -2.3% |
| 30D | -13.2% | -3.3% | -9.9% | -12.2% |
| 3M | -9.4% | +3.4% | -12.8% | -10.7% |
| 6M | -8.6% | +22.7% | -31.3% | -15.7% |
| YTD | -5.3% | +24.5% | -29.8% | -14.3% |
| 1Y | -5.0% | +38.6% | -43.6% | -17.5% |
| 3Y | +64.6% | +71.5% | -6.9% | +29.1% |
| 5Y | +50.8% | +56.2% | -5.5% | +21.1% |
| 10Y | +385.7% | +310.5% | +75.3% | +168.2% |
| All | +650.0% | +2,240.9% | -1,590.9% | +101.1% |
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