+424.9%
AXP vs IJH
+180.3%
+244.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -2.9% | +0.2% | -3.0% | -3.2% |
| 30D | +3.7% | +2.1% | +1.6% | +1.1% |
| 3M | -4.9% | -3.6% | -1.3% | -1.1% |
| 6M | +4.1% | +1.8% | +2.2% | +1.3% |
| YTD | -11.7% | +14.1% | -25.8% | -24.7% |
| 1Y | -11.7% | +15.9% | -27.6% | -25.9% |
| 3Y | +116.5% | +59.7% | +56.8% | +25.8% |
| 5Y | +89.5% | +39.1% | +50.4% | +29.5% |
| 10Y | +424.9% | +177.3% | +247.6% | +56.8% |
| All | +424.9% | +180.3% | +244.6% | +56.8% |
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