+448.7%
AXP vs IRM
+456.9%
-8.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +0.6% | -8.6% | +9.2% | +4.2% |
| 30D | +5.8% | -8.0% | +13.8% | +9.2% |
| 3M | -6.0% | -12.0% | +6.0% | -1.6% |
| 6M | +0.3% | -18.2% | +18.5% | +7.7% |
| YTD | -12.3% | +31.4% | -43.6% | -25.0% |
| 1Y | -11.2% | +9.2% | -20.4% | -17.6% |
| 3Y | +117.0% | +94.6% | +22.4% | +45.6% |
| 5Y | +93.2% | +170.2% | -77.0% | +7.3% |
| All | +448.7% | +456.9% | -8.2% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling