+983.3%
AXP vs IJR
+1,153.0%
-169.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -2.1% | -0.2% | -1.9% | -1.9% |
| 30D | -6.5% | -2.4% | -4.1% | -4.1% |
| 3M | +4.6% | +3.9% | +0.7% | +0.3% |
| 6M | +5.4% | +12.4% | -7.0% | -7.2% |
| YTD | -11.1% | +21.5% | -32.6% | -27.9% |
| 1Y | -0.3% | +24.0% | -24.3% | -21.0% |
| 3Y | +111.6% | +49.7% | +61.9% | +35.5% |
| 5Y | +117.6% | +39.7% | +77.9% | +49.7% |
| 10Y | +474.1% | +169.0% | +305.1% | +91.5% |
| All | +983.3% | +1,153.0% | -169.7% | -38.3% |
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 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