+115.4%
AXP vs IJR
+55.2%
+60.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -6.5% | -2.4% | -4.1% | -4.4% |
| 3M | +4.6% | +3.9% | +0.7% | +0.9% |
| 6M | +5.4% | +12.4% | -7.0% | -5.5% |
| YTD | -11.1% | +21.5% | -32.6% | -25.7% |
| 1Y | -0.3% | +24.0% | -24.3% | -18.3% |
| All | +115.4% | +55.2% | +60.2% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling