+62.6%
IWM vs EXPD
+72.7%
-10.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -3.2% |
| 7D | -4.6% | -4.8% | +0.2% | -3.2% |
| 30D | -3.7% | -1.5% | -2.2% | -3.3% |
| 3M | -9.4% | +4.1% | -13.5% | -10.6% |
| 6M | -3.6% | +24.0% | -27.6% | -10.3% |
| YTD | +10.8% | +27.4% | -16.6% | +1.1% |
| 1Y | +11.9% | +38.4% | -26.5% | -1.2% |
| All | +62.6% | +72.7% | -10.1% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling