+464.9%
AXP vs IEF
+4.2%
+460.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -4.3% | -0.7% | -3.6% | -4.9% |
| 3M | +4.7% | -0.4% | +5.1% | +4.3% |
| 6M | +9.0% | -2.5% | +11.5% | +6.5% |
| YTD | -11.1% | -1.6% | -9.5% | -12.4% |
| 1Y | +1.3% | -1.3% | +2.6% | +0.1% |
| 3Y | +114.5% | +10.1% | +104.4% | +134.1% |
| 5Y | +118.0% | -8.3% | +126.3% | +65.7% |
| 10Y | +464.9% | +4.5% | +460.4% | +468.5% |
| All | +464.9% | +4.2% | +460.8% | +468.5% |
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