+116.7%
AXP vs IWF
+66.6%
+50.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | -0.6% | -2.9% | +2.3% | +1.4% |
| 30D | +5.0% | -10.9% | +15.8% | +14.0% |
| 3M | -4.2% | -8.1% | +3.8% | +1.4% |
| 6M | +2.9% | -7.5% | +10.5% | +8.0% |
| YTD | -11.6% | -3.4% | -8.2% | -10.6% |
| 1Y | -11.1% | -5.0% | -6.1% | -8.8% |
| 3Y | +116.7% | +64.0% | +52.7% | +51.3% |
| All | +116.7% | +66.6% | +50.1% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling