+424.9%
AXP vs IWF
+392.3%
+32.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -2.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.2% |
| 30D | +3.7% | -8.3% | +12.0% | +11.5% |
| 3M | -4.9% | -5.6% | +0.7% | -0.7% |
| 6M | +4.1% | -5.4% | +9.5% | +7.9% |
| YTD | -11.7% | -1.2% | -10.5% | -12.2% |
| 1Y | -11.7% | -2.7% | -9.1% | -11.1% |
| 3Y | +116.5% | +67.8% | +48.7% | +29.0% |
| 5Y | +89.5% | +60.1% | +29.4% | +17.0% |
| 10Y | +424.9% | +392.2% | +32.7% | +6.1% |
| All | +424.9% | +392.3% | +32.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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