+440.3%
AXP vs IBN
+368.7%
+71.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.3% |
| 7D | -1.1% | +14.6% | -15.7% | -7.1% |
| 30D | +5.2% | +23.5% | -18.3% | -4.5% |
| 3M | -4.6% | +14.0% | -18.6% | -10.3% |
| 6M | +3.2% | +31.1% | -27.9% | -8.9% |
| YTD | -11.3% | +16.6% | -27.9% | -17.8% |
| 1Y | -11.0% | +14.9% | -25.9% | -17.0% |
| 3Y | +120.2% | +56.9% | +63.3% | +74.8% |
| 5Y | +91.7% | +69.7% | +22.1% | +45.9% |
| 10Y | +440.3% | +365.4% | +75.0% | +184.0% |
| All | +440.3% | +368.7% | +71.7% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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