+95.6%
AXP vs IBB
+34.6%
+61.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | +0.6% |
| 7D | +0.4% | -3.6% | +4.0% | +2.4% |
| 30D | +7.0% | +3.4% | +3.6% | +4.7% |
| 3M | -6.6% | +9.5% | -16.1% | -12.2% |
| 6M | +3.5% | +23.3% | -19.8% | -10.1% |
| YTD | -11.2% | +24.5% | -35.7% | -23.7% |
| 1Y | -10.2% | +32.9% | -43.1% | -26.1% |
| 3Y | +120.0% | +76.6% | +43.5% | +47.9% |
| 5Y | +95.6% | +35.5% | +60.1% | +29.2% |
| All | +95.6% | +34.6% | +61.0% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling