+980.5%
AXP vs IJH
+1,056.8%
-76.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | -2.7% |
| 7D | -1.1% | +0.6% | -1.8% | -2.0% |
| 30D | +5.2% | +1.3% | +3.9% | +3.5% |
| 3M | -4.6% | -4.1% | -0.5% | -0.1% |
| 6M | +3.2% | +1.1% | +2.1% | +1.3% |
| YTD | -11.3% | +13.6% | -25.0% | -24.5% |
| 1Y | -11.0% | +16.0% | -27.1% | -26.0% |
| 3Y | +120.2% | +60.9% | +59.2% | +24.1% |
| 5Y | +91.7% | +37.9% | +53.8% | +29.6% |
| 10Y | +440.3% | +180.1% | +260.2% | +57.5% |
| All | +980.5% | +1,056.8% | -76.3% | -40.9% |
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