+969.4%
AXP vs IWF
+649.6%
+319.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.6% |
| 7D | +0.6% | -5.0% | +5.6% | +6.0% |
| 30D | +5.8% | -13.2% | +19.0% | +22.8% |
| 3M | -6.0% | -9.4% | +3.4% | +3.7% |
| 6M | +0.3% | -8.6% | +8.9% | +8.6% |
| YTD | -12.3% | -5.3% | -7.0% | -8.9% |
| 1Y | -11.2% | -5.0% | -6.3% | -8.3% |
| 3Y | +117.0% | +64.6% | +52.4% | +17.9% |
| 5Y | +93.2% | +50.8% | +42.4% | +13.2% |
| 10Y | +461.2% | +385.7% | +75.5% | -22.9% |
| All | +969.4% | +649.6% | +319.9% | -33.0% |
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