+733.6%
IWM vs AXP
+978.6%
-244.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.5% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | -3.7% | +7.0% | -10.7% | -6.7% |
| 3M | -9.4% | -6.6% | -2.8% | -6.6% |
| 6M | -3.6% | +3.5% | -7.1% | -5.6% |
| YTD | +10.8% | -11.2% | +22.0% | +15.8% |
| 1Y | +11.9% | -10.2% | +22.0% | +16.2% |
| 3Y | +60.6% | +120.0% | -59.5% | +8.9% |
| 5Y | +19.2% | +95.6% | -76.4% | -16.2% |
| 10Y | +165.3% | +468.1% | -302.8% | +9.7% |
| All | +733.6% | +978.6% | -244.9% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling