+151.9%
IWM vs EXPD
+337.7%
-185.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.5% |
| 7D | -0.3% | -1.6% | +1.2% | +0.4% |
| 30D | +1.9% | +0.6% | +1.3% | +1.5% |
| 3M | -5.7% | +9.8% | -15.5% | -10.1% |
| 6M | -0.3% | +25.8% | -26.0% | -11.4% |
| YTD | +15.8% | +31.3% | -15.5% | -0.9% |
| 1Y | +17.1% | +40.9% | -23.9% | -3.5% |
| 3Y | +73.1% | +74.7% | -1.7% | +24.0% |
| 5Y | +25.9% | +62.9% | -37.0% | -8.4% |
| 10Y | +151.9% | +334.3% | -182.4% | +7.4% |
| All | +151.9% | +337.7% | -185.8% | +7.4% |
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