+23.8%
IWM vs EXPE
+46.0%
-22.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +2.3% | -6.1% | +8.4% | +3.3% |
| 3M | -8.3% | -21.3% | +13.0% | -3.7% |
| 6M | -1.3% | +19.0% | -20.3% | -7.2% |
| YTD | +13.5% | -8.4% | +21.9% | +12.5% |
| 1Y | +18.4% | -2.8% | +21.2% | +15.2% |
| 3Y | +69.6% | +120.8% | -51.1% | +24.0% |
| All | +23.8% | +46.0% | -22.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling