+469.1%
AXP vs IWD
+197.9%
+271.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.1% |
| 7D | -2.1% | -0.3% | -1.8% | -1.7% |
| 30D | -6.5% | +0.6% | -7.1% | -7.3% |
| 3M | +4.6% | +7.2% | -2.6% | -5.4% |
| 6M | +5.4% | +16.2% | -10.8% | -15.3% |
| YTD | -11.1% | +23.3% | -34.5% | -34.5% |
| 1Y | -0.3% | +29.6% | -29.9% | -31.4% |
| 3Y | +111.6% | +70.5% | +41.1% | -0.1% |
| 5Y | +117.6% | +73.5% | +44.1% | +1.8% |
| All | +469.1% | +197.9% | +271.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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