+448.7%
AXP vs IBN
+367.6%
+81.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -3.1% |
| 7D | +0.6% | +15.1% | -14.5% | -5.7% |
| 30D | +5.8% | +21.6% | -15.8% | -3.3% |
| 3M | -6.0% | +11.2% | -17.2% | -10.6% |
| 6M | +0.3% | +27.8% | -27.5% | -10.4% |
| YTD | -12.3% | +14.7% | -26.9% | -18.0% |
| 1Y | -11.2% | +14.4% | -25.7% | -17.0% |
| 3Y | +117.0% | +52.1% | +64.9% | +74.9% |
| 5Y | +93.2% | +70.7% | +22.5% | +46.8% |
| All | +448.7% | +367.6% | +81.1% | +191.2% |
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