+467.1%
AXP vs IFF
-21.7%
+488.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | -2.5% | -3.0% | +0.5% | -1.2% |
| 30D | -5.0% | -0.9% | -4.1% | -4.7% |
| 3M | +1.4% | +11.8% | -10.5% | -3.9% |
| 6M | +6.0% | +16.5% | -10.5% | -2.6% |
| YTD | -12.3% | +26.5% | -38.8% | -22.9% |
| 1Y | +0.3% | +32.7% | -32.4% | -14.1% |
| 3Y | +111.7% | +32.0% | +79.6% | +75.0% |
| 5Y | +114.5% | -36.1% | +150.6% | +145.7% |
| 10Y | +467.1% | -20.1% | +487.1% | +446.3% |
| All | +467.1% | -21.7% | +488.8% | +446.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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