+467.1%
AXP vs IJR
+165.8%
+301.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.2% |
| 7D | -2.5% | -1.1% | -1.4% | -1.4% |
| 30D | -5.0% | -3.6% | -1.4% | -1.4% |
| 3M | +1.4% | +2.3% | -1.0% | -1.1% |
| 6M | +6.0% | +14.3% | -8.3% | -7.8% |
| YTD | -12.3% | +19.3% | -31.6% | -26.8% |
| 1Y | +0.3% | +22.6% | -22.3% | -18.8% |
| 3Y | +111.7% | +53.5% | +58.1% | +35.1% |
| 5Y | +114.5% | +39.9% | +74.6% | +50.4% |
| 10Y | +467.1% | +172.1% | +295.0% | +100.2% |
| All | +467.1% | +165.8% | +301.3% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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