+407.0%
AXP vs IBB
+126.8%
+280.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -0.1% | -0.5% | +0.4% | +0.2% |
| 30D | +4.4% | +4.6% | -0.1% | +1.5% |
| 3M | -6.4% | +6.8% | -13.2% | -10.7% |
| 6M | +4.2% | +23.1% | -19.0% | -9.3% |
| YTD | -12.4% | +26.0% | -38.4% | -25.1% |
| 1Y | -11.1% | +30.4% | -41.5% | -25.7% |
| 3Y | +114.9% | +85.4% | +29.4% | +42.9% |
| 5Y | +87.4% | +39.7% | +47.7% | +45.7% |
| All | +407.0% | +126.8% | +280.3% | +180.6% |
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