+20.0%
IWM vs EXPD
+55.6%
-35.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.9% |
| 7D | -2.0% | -7.2% | +5.1% | +0.8% |
| 30D | -1.5% | -3.3% | +1.8% | -0.2% |
| 3M | -8.0% | +3.4% | -11.4% | -9.5% |
| 6M | -4.1% | +22.7% | -26.8% | -12.3% |
| YTD | +11.9% | +24.5% | -12.6% | +0.4% |
| 1Y | +15.0% | +38.6% | -23.6% | -1.9% |
| 3Y | +64.2% | +71.5% | -7.3% | +23.1% |
| All | +20.0% | +55.6% | -35.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling