-11.7%
AXP vs IFF
+33.7%
-45.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.9% | -5.7% | +2.9% | -2.3% |
| 30D | +3.7% | -2.7% | +6.4% | +3.8% |
| 3M | -4.9% | -2.3% | -2.6% | -4.9% |
| 6M | +4.1% | +6.0% | -1.9% | +3.1% |
| YTD | -11.7% | +24.6% | -36.3% | -16.4% |
| 1Y | -11.7% | +29.4% | -41.1% | -17.0% |
| All | -11.7% | +33.7% | -45.4% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling