+465.4%
AXP vs IBKR
+1,011.6%
-546.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.2% |
| 7D | -0.5% | -1.3% | +0.9% | +0.2% |
| 30D | -5.6% | -0.2% | -5.4% | -6.0% |
| 3M | +2.2% | +3.0% | -0.7% | -0.5% |
| 6M | +6.7% | +33.9% | -27.1% | -9.9% |
| YTD | -11.5% | +42.5% | -54.0% | -28.2% |
| 1Y | -0.4% | +44.9% | -45.2% | -20.8% |
| 3Y | +113.0% | +293.0% | -180.0% | -6.3% |
| 5Y | +117.4% | +497.7% | -380.3% | -27.6% |
| All | +465.4% | +1,011.6% | -546.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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