+407.0%
AXP vs IJH
+171.8%
+235.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.1% | +2.3% | -2.4% | -2.7% |
| 30D | +4.4% | +2.1% | +2.4% | +1.9% |
| 3M | -6.4% | -5.7% | -0.8% | -0.3% |
| 6M | +4.2% | +1.4% | +2.7% | +1.9% |
| YTD | -12.4% | +12.6% | -25.0% | -24.1% |
| 1Y | -11.1% | +16.1% | -27.2% | -25.6% |
| 3Y | +114.9% | +57.8% | +57.0% | +26.5% |
| 5Y | +87.4% | +36.8% | +50.6% | +30.5% |
| All | +407.0% | +171.8% | +235.2% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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