+1,419.8%
AXP vs IEF
+128.4%
+1,291.4%
-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% | -0.8% | -5.2% | -7.2% |
| 6M | +0.3% | -2.0% | +2.3% | -2.6% |
| YTD | -12.3% | -1.9% | -10.3% | -14.8% |
| 1Y | -11.2% | -1.8% | -9.4% | -13.7% |
| 3Y | +117.0% | +12.0% | +105.0% | +154.2% |
| 5Y | +93.2% | -7.8% | +101.0% | +61.9% |
| 10Y | +461.2% | +4.8% | +456.4% | +505.5% |
| All | +1,419.8% | +128.4% | +1,291.4% | +7,328.9% |
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