+469.1%
AXP vs IBB
+132.1%
+337.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -2.1% | +1.4% | -3.5% | -2.9% |
| 30D | -6.5% | +10.5% | -17.0% | -12.2% |
| 3M | +4.6% | +23.6% | -19.0% | -8.4% |
| 6M | +5.4% | +22.6% | -17.2% | -7.5% |
| YTD | -11.1% | +25.7% | -36.8% | -23.4% |
| 1Y | -0.3% | +51.4% | -51.7% | -23.6% |
| 3Y | +111.6% | +64.4% | +47.2% | +52.8% |
| 5Y | +117.6% | +22.1% | +95.4% | +84.1% |
| All | +469.1% | +132.1% | +337.0% | +223.2% |
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