-13.7%
AXP vs IBB
+30.0%
-43.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | -2.1% | +1.6% | -3.8% | -2.6% |
| 30D | +2.7% | +6.7% | -4.1% | +0.7% |
| 3M | -7.3% | +6.3% | -13.6% | -9.2% |
| 6M | +1.8% | +23.9% | -22.1% | -6.4% |
| YTD | -13.1% | +26.6% | -39.6% | -21.7% |
| 1Y | -13.7% | +29.6% | -43.4% | -23.6% |
| All | -13.7% | +30.0% | -43.8% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling