+18.9%
IWM vs AXP
-6.4%
+25.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.7% |
| 7D | +1.0% | +4.6% | -3.6% | -0.6% |
| 30D | +0.2% | +9.7% | -9.5% | -3.1% |
| 3M | -5.6% | -3.8% | -1.8% | -4.4% |
| 6M | +2.7% | +4.8% | -2.1% | +0.4% |
| YTD | +16.2% | -9.1% | +25.2% | +19.2% |
| 1Y | +18.9% | -6.7% | +25.6% | +19.9% |
| All | +18.9% | -6.4% | +25.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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