-13.7%
AXP vs IJR
+19.0%
-32.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.5% |
| 7D | -2.1% | +2.3% | -4.4% | -4.1% |
| 30D | +2.7% | +2.2% | +0.4% | +0.6% |
| 3M | -7.3% | -5.3% | -2.0% | -2.6% |
| 6M | +1.8% | +4.3% | -2.5% | -2.5% |
| YTD | -13.1% | +18.0% | -31.0% | -26.2% |
| 1Y | -13.7% | +19.2% | -32.9% | -27.7% |
| All | -13.7% | +19.0% | -32.7% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling