+946.8%
AXP vs IBN
+1,653.1%
-706.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -3.5% |
| 7D | +0.4% | +11.7% | -11.3% | -3.0% |
| 30D | +7.0% | +16.1% | -9.1% | +2.1% |
| 3M | -6.6% | +7.0% | -13.6% | -8.7% |
| 6M | +3.5% | +26.1% | -22.6% | -3.8% |
| YTD | -11.2% | +10.1% | -21.2% | -14.0% |
| 1Y | -10.2% | +8.0% | -18.2% | -12.6% |
| 3Y | +120.0% | +46.0% | +74.1% | +93.1% |
| 5Y | +95.6% | +63.9% | +31.7% | +65.9% |
| 10Y | +468.1% | +366.1% | +102.1% | +239.3% |
| All | +946.8% | +1,653.1% | -706.3% | +300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling