-11.1%
AXP vs IWF
-4.2%
-6.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -0.6% | -2.9% | +2.3% | +0.7% |
| 30D | +5.0% | -10.9% | +15.8% | +11.1% |
| 3M | -4.2% | -8.1% | +3.8% | -0.4% |
| 6M | +2.9% | -7.5% | +10.5% | +6.3% |
| YTD | -11.6% | -3.4% | -8.2% | -11.8% |
| 1Y | -11.1% | -5.0% | -6.1% | -9.8% |
| All | -11.1% | -4.2% | -6.9% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling