+151.9%
IWM vs EXPE
+121.2%
+30.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.2% |
| 7D | -0.3% | -17.8% | +17.4% | +5.0% |
| 30D | +1.9% | -3.2% | +5.1% | +2.1% |
| 3M | -5.7% | -19.0% | +13.3% | -1.1% |
| 6M | -0.3% | +17.7% | -18.0% | -6.7% |
| YTD | +15.8% | -7.8% | +23.6% | +14.1% |
| 1Y | +17.1% | -1.4% | +18.4% | +12.8% |
| 3Y | +73.1% | +121.9% | -48.9% | +24.1% |
| 5Y | +25.9% | +44.3% | -18.4% | -2.0% |
| 10Y | +151.9% | +125.4% | +26.5% | +39.8% |
| All | +151.9% | +121.2% | +30.7% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling