+161.6%
IWM vs EXPD
+304.0%
-142.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +2.1% |
| 7D | -2.0% | -7.2% | +5.1% | +1.4% |
| 30D | -1.5% | -3.3% | +1.8% | 0.0% |
| 3M | -8.0% | +3.4% | -11.4% | -9.8% |
| 6M | -4.1% | +22.7% | -26.8% | -13.8% |
| YTD | +11.9% | +24.5% | -12.6% | -1.7% |
| 1Y | +15.0% | +38.6% | -23.6% | -4.6% |
| 3Y | +64.2% | +71.5% | -7.3% | +18.5% |
| 5Y | +20.4% | +56.2% | -35.9% | -10.7% |
| All | +161.6% | +304.0% | -142.4% | +18.9% |
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