+407.0%
AXP vs IRM
+520.0%
-113.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.1% | +6.8% | -6.9% | -3.0% |
| 30D | +4.4% | +2.6% | +1.8% | +2.8% |
| 3M | -6.4% | -9.5% | +3.0% | -3.2% |
| 6M | +4.2% | -8.5% | +12.6% | +6.6% |
| YTD | -12.4% | +40.3% | -52.6% | -27.3% |
| 1Y | -11.1% | +28.7% | -39.8% | -23.4% |
| 3Y | +114.9% | +111.8% | +3.0% | +38.2% |
| 5Y | +87.4% | +189.1% | -101.7% | +0.5% |
| All | +407.0% | +520.0% | -113.0% | +77.7% |
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