+469.1%
AXP vs IP
+23.2%
+446.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.2% |
| 7D | -2.1% | -5.3% | +3.2% | +0.4% |
| 30D | -6.5% | -10.9% | +4.3% | -1.4% |
| 3M | +4.6% | +11.2% | -6.5% | -2.5% |
| 6M | +5.4% | -10.2% | +15.6% | +7.9% |
| YTD | -11.1% | -2.0% | -9.1% | -14.0% |
| 1Y | -0.3% | -19.1% | +18.8% | +5.6% |
| 3Y | +111.6% | +20.9% | +90.7% | +67.0% |
| 5Y | +117.6% | -17.8% | +135.4% | +115.0% |
| All | +469.1% | +23.2% | +446.0% | +290.7% |
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