+89.5%
AXP vs IRM
+186.8%
-97.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | -2.9% | -5.3% | +2.4% | -1.2% |
| 30D | +3.7% | -2.3% | +6.0% | +4.2% |
| 3M | -4.9% | -7.4% | +2.5% | -2.9% |
| 6M | +4.1% | -12.2% | +16.3% | +7.8% |
| YTD | -11.7% | +38.6% | -50.3% | -24.6% |
| 1Y | -11.7% | +14.9% | -26.6% | -18.7% |
| 3Y | +116.5% | +108.2% | +8.3% | +43.6% |
| 5Y | +89.5% | +183.8% | -94.3% | +5.7% |
| All | +89.5% | +186.8% | -97.3% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling