-13.7%
AXP vs IRM
+16.9%
-30.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -2.1% | +8.6% | -10.7% | -3.3% |
| 30D | +2.7% | 0.0% | +2.7% | +2.5% |
| 3M | -7.3% | -7.1% | -0.1% | -6.5% |
| 6M | +1.8% | -7.9% | +9.7% | +2.5% |
| YTD | -13.1% | +41.3% | -54.4% | -22.1% |
| 1Y | -13.7% | +20.7% | -34.5% | -17.1% |
| All | -13.7% | +16.9% | -30.6% | -17.1% |
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