+1.3%
AXP vs IAG
+100.7%
-99.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +0.6% | +4.3% | -3.7% | +0.4% |
| 30D | -4.3% | +9.8% | -14.1% | -4.7% |
| 3M | +4.7% | +28.9% | -24.2% | +3.6% |
| 6M | +9.0% | -7.6% | +16.6% | +7.4% |
| YTD | -11.1% | +22.0% | -33.1% | -11.5% |
| 1Y | +1.3% | +99.5% | -98.2% | -0.8% |
| All | +1.3% | +100.7% | -99.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IAG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling