+120.2%
AXP vs IRM
+104.5%
+15.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.0% | -0.1% |
| 7D | -1.1% | -3.8% | +2.6% | -0.3% |
| 30D | +5.2% | -3.2% | +8.4% | +5.9% |
| 3M | -4.6% | -7.8% | +3.2% | -2.9% |
| 6M | +3.2% | -12.7% | +15.9% | +6.3% |
| YTD | -11.3% | +36.7% | -48.0% | -22.0% |
| 1Y | -11.0% | +10.0% | -21.1% | -15.6% |
| 3Y | +120.2% | +107.2% | +12.9% | +55.8% |
| All | +120.2% | +104.5% | +15.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling