+1,045.3%
AXP vs IAG
+308.0%
+737.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +0.4% | +4.5% | -4.2% | +0.1% |
| 30D | +7.0% | -5.7% | +12.7% | +7.4% |
| 3M | -6.6% | +10.1% | -16.7% | -7.5% |
| 6M | +3.5% | +7.3% | -3.8% | +2.4% |
| YTD | -11.2% | +6.1% | -17.3% | -12.6% |
| 1Y | -10.2% | +46.8% | -57.0% | -13.6% |
| 3Y | +120.0% | +573.1% | -453.0% | +86.0% |
| 5Y | +95.6% | +477.6% | -382.0% | +62.3% |
| 10Y | +468.1% | +315.7% | +152.5% | +356.6% |
| All | +1,045.3% | +308.0% | +737.3% | +711.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling