+440.3%
AXP vs IWD
+212.1%
+228.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | -1.9% |
| 7D | -1.1% | +1.3% | -2.4% | -3.0% |
| 30D | +5.2% | +3.6% | +1.7% | 0.0% |
| 3M | -4.6% | +2.3% | -6.9% | -7.7% |
| 6M | +3.2% | +13.0% | -9.8% | -13.6% |
| YTD | -11.3% | +26.2% | -37.5% | -36.8% |
| 1Y | -11.0% | +30.5% | -41.5% | -39.5% |
| 3Y | +120.2% | +86.2% | +34.0% | -8.7% |
| 5Y | +91.7% | +72.9% | +18.8% | -10.2% |
| 10Y | +440.3% | +205.0% | +235.3% | +14.2% |
| All | +440.3% | +212.1% | +228.3% | +14.2% |
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