-11.2%
AXP vs IBN
+14.0%
-25.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.9% |
| 7D | +0.6% | +15.1% | -14.5% | -5.5% |
| 30D | +5.8% | +21.6% | -15.8% | -3.2% |
| 3M | -6.0% | +11.2% | -17.2% | -10.5% |
| 6M | +0.3% | +27.8% | -27.5% | -10.3% |
| YTD | -12.3% | +14.7% | -26.9% | -17.5% |
| 1Y | -11.2% | +14.4% | -25.7% | -16.2% |
| All | -11.2% | +14.0% | -25.2% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling