+18.9%
IWM vs EXPE
+48.9%
-30.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.5% | -9.0% | +0.6% |
| 7D | +1.0% | +14.6% | -13.7% | -0.2% |
| 30D | +0.2% | +21.4% | -21.2% | -1.5% |
| 3M | -5.6% | +1.4% | -7.0% | -6.0% |
| 6M | +2.7% | +28.6% | -25.9% | -0.1% |
| YTD | +16.2% | +12.1% | +4.0% | +14.1% |
| 1Y | +18.9% | +50.0% | -31.1% | +12.7% |
| All | +18.9% | +48.9% | -30.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling