+425.5%
AXP vs IEF
+7.4%
+418.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.9% |
| 7D | -0.6% | -0.2% | -0.5% | -0.8% |
| 30D | +5.0% | +2.1% | +2.8% | +6.7% |
| 3M | -4.2% | -0.9% | -3.4% | -5.0% |
| 6M | +2.9% | -2.2% | +5.1% | +1.0% |
| YTD | -11.6% | -2.2% | -9.4% | -13.3% |
| 1Y | -11.1% | -2.0% | -9.1% | -12.7% |
| 3Y | +116.7% | +11.7% | +105.1% | +140.5% |
| 5Y | +89.6% | -7.3% | +96.9% | +48.1% |
| All | +425.5% | +7.4% | +418.0% | +435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling