-11.1%
AXP vs IWF
-3.4%
-7.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -0.1% | +2.8% | -2.9% | -1.4% |
| 30D | +4.4% | -7.5% | +12.0% | +8.4% |
| 3M | -6.4% | -8.5% | +2.1% | -2.4% |
| 6M | +4.2% | -7.4% | +11.6% | +7.6% |
| YTD | -12.4% | -2.6% | -9.7% | -13.0% |
| 1Y | -11.1% | -1.8% | -9.3% | -12.1% |
| All | -11.1% | -3.4% | -7.7% | -12.1% |
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 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