+64.2%
IWM vs AXP
+117.6%
-53.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -1.5% | +5.8% | -7.3% | -4.3% |
| 3M | -8.0% | -6.0% | -2.0% | -5.3% |
| 6M | -4.1% | +0.3% | -4.4% | -4.9% |
| YTD | +11.9% | -12.3% | +24.2% | +18.4% |
| 1Y | +15.0% | -11.2% | +26.3% | +20.7% |
| 3Y | +64.2% | +117.0% | -52.8% | -3.2% |
| All | +64.2% | +117.6% | -53.4% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling