+166.9%
IWM vs EXPE
+155.3%
+11.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.9% | +7.4% | +1.7% |
| 7D | +1.4% | -9.8% | +11.2% | +4.2% |
| 30D | -2.3% | -11.5% | +9.2% | +0.8% |
| 3M | +4.0% | +21.7% | -17.7% | -2.7% |
| 6M | +17.9% | +10.4% | +7.6% | +12.8% |
| YTD | +20.2% | -2.5% | +22.7% | +17.7% |
| 1Y | +25.0% | +27.3% | -2.4% | +11.7% |
| 3Y | +66.0% | +153.5% | -87.5% | +14.8% |
| 5Y | +40.0% | +91.1% | -51.0% | +0.2% |
| 10Y | +166.9% | +153.1% | +13.8% | +47.6% |
| All | +166.9% | +155.3% | +11.5% | +47.6% |
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