-11.2%
AXP vs IRM
+10.1%
-21.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +0.6% | -8.6% | +9.2% | +1.8% |
| 30D | +5.8% | -8.0% | +13.8% | +7.0% |
| 3M | -6.0% | -12.0% | +6.0% | -4.5% |
| 6M | +0.3% | -18.2% | +18.5% | +2.9% |
| YTD | -12.3% | +31.4% | -43.6% | -19.8% |
| 1Y | -11.2% | +9.2% | -20.4% | -13.3% |
| All | -11.2% | +10.1% | -21.3% | -13.3% |
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