+446.5%
IWM vs EXPE
+727.6%
-281.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +2.4% |
| 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% | -4.7% |
| 6M | -4.1% | +5.5% | -9.6% | -7.5% |
| YTD | +11.9% | -8.0% | +19.9% | +10.3% |
| 1Y | +15.0% | +18.9% | -3.9% | +4.5% |
| 3Y | +64.2% | +135.5% | -71.3% | +17.4% |
| 5Y | +20.4% | +44.3% | -23.9% | -5.1% |
| 10Y | +168.0% | +117.7% | +50.2% | +69.1% |
| All | +446.5% | +727.6% | -281.1% | +57.8% |
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 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