+440.3%
AXP vs IWF
+391.9%
+48.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -1.6% |
| 7D | -1.1% | -1.0% | -0.1% | -0.5% |
| 30D | +5.2% | -10.1% | +15.3% | +15.2% |
| 3M | -4.6% | -7.6% | +3.0% | +1.7% |
| 6M | +3.2% | -6.7% | +10.0% | +8.4% |
| YTD | -11.3% | -2.5% | -8.8% | -10.7% |
| 1Y | -11.0% | -2.1% | -9.0% | -10.9% |
| 3Y | +120.2% | +68.6% | +51.5% | +30.5% |
| 5Y | +91.7% | +55.8% | +35.9% | +21.5% |
| 10Y | +440.3% | +383.3% | +57.1% | +13.4% |
| All | +440.3% | +391.9% | +48.5% | +13.4% |
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