+448.7%
AXP vs IYR
+82.1%
+366.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | +0.6% | +2.0% | -1.4% | -1.2% |
| 30D | +5.8% | +8.2% | -2.4% | -1.7% |
| 3M | -6.0% | -1.7% | -4.3% | -4.6% |
| 6M | +0.3% | -0.4% | +0.7% | +0.1% |
| YTD | -12.3% | +9.9% | -22.1% | -20.4% |
| 1Y | -11.2% | +10.4% | -21.7% | -19.8% |
| 3Y | +117.0% | +38.4% | +78.6% | +55.3% |
| 5Y | +93.2% | +5.2% | +88.0% | +80.0% |
| All | +448.7% | +82.1% | +366.6% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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