+111.1%
AXP vs IBN
+32.1%
+79.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | -6.5% | -0.3% | -6.2% | -6.5% |
| 3M | +4.6% | +17.1% | -12.5% | -0.8% |
| 6M | +5.4% | +3.4% | +2.0% | +3.8% |
| YTD | -11.1% | +2.5% | -13.6% | -12.2% |
| 1Y | -0.3% | -4.2% | +3.9% | +0.3% |
| All | +111.1% | +32.1% | +79.0% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling