+118.0%
AXP vs IFF
-34.7%
+152.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -4.3% | -0.3% | -4.0% | -4.3% |
| 3M | +4.7% | +18.6% | -13.9% | -0.9% |
| 6M | +9.0% | +17.4% | -8.4% | +2.5% |
| YTD | -11.1% | +28.5% | -39.6% | -19.4% |
| 1Y | +1.3% | +32.5% | -31.2% | -9.4% |
| 3Y | +114.5% | +34.1% | +80.4% | +85.4% |
| 5Y | +118.0% | -35.2% | +153.2% | +142.2% |
| All | +118.0% | -34.7% | +152.7% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling