+1,045.9%
AXP vs IAG
+377.5%
+668.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.5% | +28.9% | -35.4% | -8.3% |
| 3M | +4.6% | +19.1% | -14.5% | +3.1% |
| 6M | +5.4% | -10.3% | +15.7% | +5.5% |
| YTD | -11.1% | +24.2% | -35.3% | -13.4% |
| 1Y | -0.3% | +116.5% | -116.8% | -6.8% |
| 3Y | +111.6% | +742.8% | -631.2% | +76.1% |
| 5Y | +117.6% | +753.3% | -635.8% | +75.8% |
| 10Y | +474.1% | +403.2% | +70.9% | +354.3% |
| All | +1,045.9% | +377.5% | +668.4% | +704.1% |
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