+1,000.0%
AXP vs IBB
+560.8%
+439.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.5% |
| 7D | -2.1% | +1.4% | -3.5% | -3.0% |
| 30D | -6.5% | +10.5% | -17.0% | -12.7% |
| 3M | +4.6% | +23.6% | -19.0% | -9.4% |
| 6M | +5.4% | +22.6% | -17.2% | -8.5% |
| YTD | -11.1% | +25.7% | -36.8% | -24.4% |
| 1Y | -0.3% | +51.4% | -51.7% | -25.2% |
| 3Y | +111.6% | +64.4% | +47.2% | +49.2% |
| 5Y | +117.6% | +22.1% | +95.4% | +83.2% |
| 10Y | +474.1% | +132.5% | +341.7% | +199.8% |
| All | +1,000.0% | +560.8% | +439.1% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling