+120.2%
AXP vs IJH
+58.5%
+61.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | -2.2% |
| 7D | -1.1% | +0.6% | -1.8% | -1.9% |
| 30D | +5.2% | +1.3% | +3.9% | +3.7% |
| 3M | -4.6% | -4.1% | -0.5% | -0.5% |
| 6M | +3.2% | +1.1% | +2.1% | +1.5% |
| YTD | -11.3% | +13.6% | -25.0% | -23.3% |
| 1Y | -11.0% | +16.0% | -27.1% | -24.8% |
| 3Y | +120.2% | +60.9% | +59.2% | +46.3% |
| All | +120.2% | +58.5% | +61.7% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling