+89.6%
AXP vs IAG
+515.1%
-425.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -1.7% |
| 7D | +0.6% | +21.4% | -20.8% | -0.7% |
| 30D | +5.8% | +4.0% | +1.8% | +5.4% |
| 3M | -6.0% | +17.0% | -23.0% | -7.2% |
| 6M | +0.3% | +1.4% | -1.1% | -0.4% |
| YTD | -12.3% | +13.8% | -26.0% | -14.0% |
| 1Y | -11.2% | +55.8% | -67.1% | -14.8% |
| 3Y | +117.0% | +647.4% | -530.4% | +81.7% |
| All | +89.6% | +515.1% | -425.5% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling