+971.3%
AXP vs IBN
+1,584.6%
-613.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.0% |
| 7D | +4.6% | +8.9% | -4.3% | +1.9% |
| 30D | +9.7% | +12.6% | -2.9% | +5.7% |
| 3M | -3.8% | +3.1% | -6.8% | -4.7% |
| 6M | +4.8% | +20.6% | -15.8% | -1.2% |
| YTD | -9.1% | +5.8% | -14.9% | -10.9% |
| 1Y | -6.7% | +3.7% | -10.4% | -8.0% |
| 3Y | +125.2% | +40.3% | +84.9% | +100.2% |
| 5Y | +105.0% | +58.0% | +47.0% | +75.9% |
| 10Y | +481.5% | +347.9% | +133.6% | +251.8% |
| All | +971.3% | +1,584.6% | -613.3% | +315.0% |
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