-0.3%
AXP vs IRM
+34.4%
-34.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -2.1% | -0.5% | -1.7% | -2.1% |
| 30D | -6.5% | -8.1% | +1.5% | -5.6% |
| 3M | +4.6% | -9.7% | +14.3% | +5.8% |
| 6M | +5.4% | +10.0% | -4.6% | +3.0% |
| YTD | -11.1% | +43.0% | -54.1% | -17.2% |
| 1Y | -0.3% | +32.7% | -33.0% | -5.1% |
| All | -0.3% | +34.4% | -34.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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