+0.2%
AXP vs IBKR
+43.8%
-43.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | -2.8% | -3.8% | +1.0% | -1.8% |
| 30D | -5.9% | -0.3% | -5.6% | -6.1% |
| 3M | +2.6% | +4.8% | -2.1% | +0.6% |
| 6M | +6.4% | +30.8% | -24.4% | -2.7% |
| YTD | -12.6% | +39.5% | -52.1% | -20.6% |
| 1Y | +0.2% | +43.7% | -43.4% | -8.1% |
| All | +0.2% | +43.8% | -43.6% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling