+403.0%
AXP vs IRM
+524.5%
-121.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.4% |
| 7D | -2.1% | +8.6% | -10.7% | -5.6% |
| 30D | +2.7% | 0.0% | +2.7% | +2.2% |
| 3M | -7.3% | -7.1% | -0.1% | -5.1% |
| 6M | +1.8% | -7.9% | +9.7% | +3.9% |
| YTD | -13.1% | +41.3% | -54.4% | -28.1% |
| 1Y | -13.7% | +20.7% | -34.5% | -23.4% |
| 3Y | +113.1% | +112.2% | +1.0% | +37.1% |
| 5Y | +85.9% | +191.2% | -105.3% | -0.6% |
| All | +403.0% | +524.5% | -121.5% | +75.7% |
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