+6,575.1%
AXP vs IFF
+825.2%
+5,749.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | -0.6% | -9.8% | +9.1% | +4.5% |
| 30D | +5.0% | -1.6% | +6.6% | +5.4% |
| 3M | -4.2% | -1.8% | -2.5% | -3.9% |
| 6M | +2.9% | +3.6% | -0.7% | -0.5% |
| YTD | -11.6% | +25.4% | -37.0% | -24.4% |
| 1Y | -11.1% | +35.4% | -46.5% | -27.3% |
| 3Y | +116.7% | +23.9% | +92.8% | +79.5% |
| 5Y | +89.6% | -37.1% | +126.8% | +115.6% |
| 10Y | +428.4% | -10.3% | +438.7% | +363.0% |
| All | +6,575.1% | +825.2% | +5,749.9% | +1,339.4% |
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