+489.5%
IWM vs EXPE
+851.4%
-361.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +0.1% | -9.5% | +9.6% | +2.9% |
| 30D | -1.3% | -6.6% | +5.4% | +0.4% |
| 3M | +1.6% | +31.4% | -29.8% | -6.8% |
| 6M | +13.6% | +35.2% | -21.6% | +2.3% |
| YTD | +20.8% | +5.8% | +14.9% | +15.5% |
| 1Y | +26.4% | +38.7% | -12.3% | +10.7% |
| 3Y | +60.7% | +175.8% | -115.1% | +10.3% |
| 5Y | +38.2% | +111.8% | -73.7% | -2.2% |
| 10Y | +169.5% | +179.7% | -10.2% | +59.7% |
| All | +489.5% | +851.4% | -361.9% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling