+983.3%
AXP vs IJH
+1,075.9%
-92.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -6.5% | -1.5% | -5.0% | -4.9% |
| 3M | +4.6% | +0.8% | +3.9% | +3.5% |
| 6M | +5.4% | +7.6% | -2.1% | -3.9% |
| YTD | -11.1% | +15.5% | -26.6% | -25.5% |
| 1Y | -0.3% | +16.9% | -17.2% | -17.7% |
| 3Y | +111.6% | +48.1% | +63.5% | +31.8% |
| 5Y | +117.6% | +47.8% | +69.8% | +35.6% |
| 10Y | +474.1% | +178.6% | +295.6% | +68.7% |
| All | +983.3% | +1,075.9% | -92.5% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling