+982.7%
AXP vs IWF
+640.3%
+342.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | +4.7% |
| 7D | +0.4% | -8.9% | +9.3% | +10.7% |
| 30D | +7.0% | -14.6% | +21.6% | +26.4% |
| 3M | -6.6% | -10.8% | +4.2% | +4.9% |
| 6M | +3.5% | -8.2% | +11.6% | +11.5% |
| YTD | -11.2% | -6.5% | -4.7% | -6.5% |
| 1Y | -10.2% | -7.7% | -2.5% | -4.2% |
| 3Y | +120.0% | +63.5% | +56.5% | +20.4% |
| 5Y | +95.6% | +48.9% | +46.7% | +16.2% |
| 10Y | +468.1% | +379.7% | +88.5% | -20.8% |
| All | +982.7% | +640.3% | +342.4% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling