+448.7%
AXP vs IWD
+207.5%
+241.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.7% |
| 7D | +0.6% | -0.5% | +1.1% | +1.2% |
| 30D | +5.8% | +2.7% | +3.2% | +1.9% |
| 3M | -6.0% | +0.9% | -6.9% | -7.2% |
| 6M | +0.3% | +10.5% | -10.2% | -13.3% |
| YTD | -12.3% | +23.7% | -36.0% | -35.6% |
| 1Y | -11.2% | +28.7% | -40.0% | -38.5% |
| 3Y | +117.0% | +79.7% | +37.3% | -5.3% |
| 5Y | +93.2% | +69.7% | +23.5% | -7.0% |
| All | +448.7% | +207.5% | +241.2% | +16.1% |
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