+448.7%
AXP vs IBB
+156.3%
+292.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -2.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.6% |
| 30D | +5.8% | +5.1% | +0.8% | +2.5% |
| 3M | -6.0% | +10.7% | -16.7% | -12.2% |
| 6M | +0.3% | +22.9% | -22.6% | -12.4% |
| YTD | -12.3% | +26.7% | -39.0% | -25.1% |
| 1Y | -11.2% | +35.1% | -46.4% | -27.3% |
| 3Y | +117.0% | +80.2% | +36.8% | +47.4% |
| 5Y | +93.2% | +37.8% | +55.3% | +51.7% |
| All | +448.7% | +156.3% | +292.4% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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