+424.9%
AXP vs IAG
+370.6%
+54.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | -2.9% | +3.4% | -6.3% | -3.0% |
| 30D | +3.7% | -2.7% | +6.4% | +3.7% |
| 3M | -4.9% | -0.5% | -4.4% | -5.1% |
| 6M | +4.1% | -4.8% | +8.9% | +3.9% |
| YTD | -11.7% | +9.6% | -21.3% | -12.8% |
| 1Y | -11.7% | +32.2% | -43.9% | -13.5% |
| 3Y | +116.5% | +692.5% | -576.1% | +93.2% |
| 5Y | +89.5% | +447.6% | -358.1% | +66.1% |
| 10Y | +424.9% | +403.3% | +21.6% | +365.8% |
| All | +424.9% | +370.6% | +54.3% | +365.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling