+727.5%
IWF vs EXPD
+2,294.1%
-1,566.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.5% | -1.1% | +1.7% | +1.0% |
| 30D | -0.4% | +4.1% | -4.5% | -1.9% |
| 3M | -2.6% | +17.9% | -20.5% | -8.7% |
| 6M | +9.1% | +29.2% | -20.1% | -1.7% |
| YTD | +4.5% | +27.4% | -22.9% | -6.1% |
| 1Y | +10.1% | +56.8% | -46.7% | -9.2% |
| 3Y | +77.6% | +68.0% | +9.6% | +40.5% |
| 5Y | +73.7% | +61.9% | +11.9% | +37.6% |
| 10Y | +411.5% | +316.0% | +95.5% | +181.4% |
| All | +727.5% | +2,294.1% | -1,566.5% | +120.4% |
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