+1,008.1%
AXP vs IWD
+754.2%
+253.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -1.5% |
| 7D | +4.6% | +2.5% | +2.1% | +0.9% |
| 30D | +9.7% | +6.0% | +3.8% | +1.1% |
| 3M | -3.8% | +3.8% | -7.5% | -8.6% |
| 6M | +4.8% | +16.3% | -11.5% | -15.6% |
| YTD | -9.1% | +27.5% | -36.6% | -35.7% |
| 1Y | -6.7% | +32.8% | -39.5% | -37.7% |
| 3Y | +125.2% | +84.3% | +40.9% | -3.8% |
| 5Y | +105.0% | +75.7% | +29.3% | -4.9% |
| 10Y | +481.5% | +220.9% | +260.5% | +21.7% |
| All | +1,008.1% | +754.2% | +253.9% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling