+89.6%
AXP vs IBN
+73.9%
+15.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | -0.6% | +15.8% | -16.4% | -7.9% |
| 30D | +5.0% | +25.1% | -20.1% | -6.5% |
| 3M | -4.2% | +16.0% | -20.2% | -11.4% |
| 6M | +2.9% | +32.8% | -29.8% | -11.2% |
| YTD | -11.6% | +18.0% | -29.6% | -19.3% |
| 1Y | -11.1% | +15.9% | -27.0% | -18.1% |
| 3Y | +116.7% | +57.6% | +59.1% | +60.8% |
| 5Y | +89.6% | +74.7% | +14.9% | +25.4% |
| All | +89.6% | +73.9% | +15.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling