+1,439.5%
AXP vs IEF
+129.4%
+1,310.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.5% |
| 30D | -6.5% | -0.8% | -5.8% | -7.6% |
| 3M | +4.6% | -1.0% | +5.6% | +3.1% |
| 6M | +5.4% | -2.8% | +8.2% | +1.2% |
| YTD | -11.1% | -1.5% | -9.6% | -13.1% |
| 1Y | -0.3% | -0.4% | +0.1% | -1.1% |
| 3Y | +111.6% | +9.7% | +101.9% | +139.9% |
| 5Y | +117.6% | -8.3% | +125.9% | +80.5% |
| 10Y | +474.1% | +4.6% | +469.5% | +517.0% |
| All | +1,439.5% | +129.4% | +1,310.1% | +7,474.1% |
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