-11.7%
AXP vs IJH
+16.0%
-27.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.8% |
| 7D | -2.9% | +0.2% | -3.0% | -3.0% |
| 30D | +3.7% | +2.1% | +1.6% | +1.8% |
| 3M | -4.9% | -3.6% | -1.3% | -1.9% |
| 6M | +4.1% | +1.8% | +2.2% | +1.9% |
| YTD | -11.7% | +14.1% | -25.8% | -23.0% |
| 1Y | -11.7% | +15.9% | -27.6% | -24.7% |
| All | -11.7% | +16.0% | -27.8% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling