+455.5%
AXP vs IP
+25.2%
+430.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.4% |
| 7D | +0.4% | -5.0% | +5.4% | +2.8% |
| 30D | +7.0% | +6.5% | +0.5% | +3.6% |
| 3M | -6.6% | -18.0% | +11.4% | +2.2% |
| 6M | +3.5% | +10.3% | -6.9% | -4.2% |
| YTD | -11.2% | -9.9% | -1.3% | -11.0% |
| 1Y | -10.2% | -1.1% | -9.1% | -14.7% |
| 3Y | +120.0% | +13.0% | +107.0% | +78.0% |
| 5Y | +95.6% | -12.3% | +107.8% | +82.4% |
| All | +455.5% | +25.2% | +430.3% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling