+19.2%
IWM vs AXP
+96.1%
-76.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.4% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | -3.7% | +7.0% | -10.7% | -7.1% |
| 3M | -9.4% | -6.6% | -2.8% | -6.3% |
| 6M | -3.6% | +3.5% | -7.1% | -6.0% |
| YTD | +10.8% | -11.2% | +22.0% | +16.5% |
| 1Y | +11.9% | -10.2% | +22.0% | +16.8% |
| 3Y | +60.6% | +120.0% | -59.5% | +1.3% |
| 5Y | +19.2% | +95.6% | -76.4% | -21.4% |
| All | +19.2% | +96.1% | -76.9% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling