+969.4%
AXP vs IJR
+1,090.9%
-121.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.6% | -1.9% | +2.5% | +2.6% |
| 30D | +5.8% | +0.4% | +5.4% | +5.3% |
| 3M | -6.0% | -6.6% | +0.5% | +0.9% |
| 6M | +0.3% | -0.3% | +0.6% | +0.3% |
| YTD | -12.3% | +15.5% | -27.7% | -25.0% |
| 1Y | -11.2% | +19.2% | -30.5% | -26.6% |
| 3Y | +117.0% | +54.6% | +62.5% | +34.5% |
| 5Y | +93.2% | +23.8% | +69.4% | +51.5% |
| 10Y | +461.2% | +175.0% | +286.1% | +82.7% |
| All | +969.4% | +1,090.9% | -121.5% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling