+169.2%
IWM vs EXPD
+315.7%
-146.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | -1.3% | +4.1% | -5.3% | -3.2% |
| 3M | +1.6% | +17.9% | -16.3% | -6.5% |
| 6M | +13.6% | +29.2% | -15.7% | -0.7% |
| YTD | +20.8% | +27.4% | -6.6% | +5.1% |
| 1Y | +26.4% | +56.8% | -30.4% | -2.0% |
| 3Y | +60.7% | +68.0% | -7.4% | +17.6% |
| 5Y | +38.2% | +61.9% | -23.7% | +0.5% |
| All | +169.2% | +315.7% | -146.5% | +18.4% |
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 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