+467.1%
AXP vs IJH
+176.8%
+290.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -0.1% |
| 7D | -2.5% | -0.7% | -1.7% | -1.7% |
| 30D | -5.0% | -3.8% | -1.2% | -0.8% |
| 3M | +1.4% | 0.0% | +1.3% | +1.1% |
| 6M | +6.0% | +8.8% | -2.8% | -4.2% |
| YTD | -12.3% | +13.5% | -25.8% | -24.5% |
| 1Y | +0.3% | +15.4% | -15.1% | -15.4% |
| 3Y | +111.7% | +50.9% | +60.7% | +31.6% |
| 5Y | +114.5% | +47.8% | +66.8% | +36.6% |
| 10Y | +467.1% | +183.1% | +284.0% | +75.2% |
| All | +467.1% | +176.8% | +290.3% | +75.2% |
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