+6,524.1%
AXP vs IFF
+819.1%
+5,705.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +1.0% |
| 7D | +0.6% | -11.2% | +11.8% | +6.6% |
| 30D | +5.8% | -1.8% | +7.6% | +6.4% |
| 3M | -6.0% | -1.8% | -4.2% | -5.7% |
| 6M | +0.3% | +0.6% | -0.3% | -1.7% |
| YTD | -12.3% | +24.6% | -36.8% | -24.8% |
| 1Y | -11.2% | +34.4% | -45.6% | -27.1% |
| 3Y | +117.0% | +22.1% | +95.0% | +81.1% |
| 5Y | +93.2% | -34.3% | +127.5% | +114.0% |
| 10Y | +461.2% | -17.9% | +479.1% | +415.6% |
| All | +6,524.1% | +819.1% | +5,705.0% | +1,333.4% |
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