+117.0%
AXP vs IJR
+53.2%
+63.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.6% | -1.9% | +2.5% | +2.3% |
| 30D | +5.8% | +0.4% | +5.4% | +5.4% |
| 3M | -6.0% | -6.6% | +0.5% | -0.1% |
| 6M | +0.3% | -0.3% | +0.6% | +0.3% |
| YTD | -12.3% | +15.5% | -27.7% | -23.3% |
| 1Y | -11.2% | +19.2% | -30.5% | -24.7% |
| 3Y | +117.0% | +54.6% | +62.5% | +58.1% |
| All | +117.0% | +53.2% | +63.8% | +58.1% |
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