+1,419.8%
AXP vs IEF
+129.2%
+1,290.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.7% |
| 30D | +5.8% | +3.1% | +2.7% | +10.1% |
| 3M | -6.0% | -0.5% | -5.5% | -6.7% |
| 6M | +0.3% | -1.6% | +1.9% | -2.2% |
| YTD | -12.3% | -1.6% | -10.7% | -14.4% |
| 1Y | -11.2% | -1.5% | -9.8% | -13.3% |
| 3Y | +117.0% | +12.4% | +104.6% | +155.4% |
| 5Y | +93.2% | -7.5% | +100.7% | +62.6% |
| 10Y | +461.2% | +5.2% | +456.0% | +508.3% |
| All | +1,419.8% | +129.2% | +1,290.6% | +7,362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling