+407.0%
AXP vs IBN
+385.6%
+21.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.1% | +1.9% | -2.0% | -0.9% |
| 30D | +4.4% | +22.1% | -17.7% | -4.7% |
| 3M | -6.4% | +17.1% | -23.5% | -13.1% |
| 6M | +4.2% | +35.5% | -31.4% | -9.5% |
| YTD | -12.4% | +16.8% | -29.2% | -18.8% |
| 1Y | -11.1% | +12.4% | -23.5% | -16.2% |
| 3Y | +114.9% | +58.0% | +56.8% | +69.8% |
| 5Y | +87.4% | +73.7% | +13.7% | +41.0% |
| All | +407.0% | +385.6% | +21.5% | +163.0% |
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