+808.3%
IWM vs AXP
+979.2%
-170.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +0.1% | -2.1% | +2.2% | +1.1% |
| 30D | -1.3% | -6.5% | +5.3% | +1.8% |
| 3M | +1.6% | +4.6% | -3.0% | -0.8% |
| 6M | +13.6% | +5.4% | +8.1% | +10.3% |
| YTD | +20.8% | -11.1% | +31.9% | +26.3% |
| 1Y | +26.4% | -0.3% | +26.7% | +25.0% |
| 3Y | +60.7% | +111.6% | -50.9% | +11.0% |
| 5Y | +38.2% | +117.6% | -79.4% | -7.6% |
| 10Y | +169.5% | +474.1% | -304.6% | +10.7% |
| All | +808.3% | +979.2% | -170.9% | +129.4% |
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 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