+153.1%
IWM vs EXPE
+119.9%
+33.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +2.3% |
| 7D | -2.0% | -9.3% | +7.3% | +0.2% |
| 30D | -1.5% | +0.1% | -1.6% | -2.2% |
| 3M | -8.0% | -15.3% | +7.3% | -4.8% |
| 6M | -4.1% | +5.5% | -9.6% | -7.6% |
| YTD | +11.9% | -8.0% | +19.9% | +10.4% |
| 1Y | +15.0% | +18.9% | -3.9% | +4.2% |
| 3Y | +64.2% | +135.5% | -71.3% | +15.5% |
| 5Y | +20.4% | +44.3% | -23.9% | -6.2% |
| All | +153.1% | +119.9% | +33.2% | +42.8% |
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