+6,579.8%
AXP vs IFF
+825.7%
+5,754.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.5% |
| 7D | -0.5% | -3.2% | +2.7% | +1.2% |
| 30D | -5.6% | -0.3% | -5.3% | -5.6% |
| 3M | +2.2% | +8.4% | -6.2% | -2.7% |
| 6M | +6.7% | +23.0% | -16.3% | -6.5% |
| YTD | -11.5% | +25.5% | -37.0% | -24.0% |
| 1Y | -0.4% | +29.1% | -29.4% | -16.1% |
| 3Y | +113.0% | +31.7% | +81.4% | +70.9% |
| 5Y | +117.4% | -35.2% | +152.6% | +143.0% |
| 10Y | +472.1% | -20.7% | +492.9% | +438.1% |
| All | +6,579.8% | +825.7% | +5,754.1% | +1,347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling