+111.1%
AXP vs IYR
+29.6%
+81.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -2.1% | -1.2% | -0.9% | -1.3% |
| 30D | -6.5% | -2.9% | -3.7% | -4.8% |
| 3M | +4.6% | +0.8% | +3.8% | +3.7% |
| 6M | +5.4% | +1.9% | +3.6% | +3.6% |
| YTD | -11.1% | +9.6% | -20.7% | -17.1% |
| 1Y | -0.3% | +8.1% | -8.4% | -6.1% |
| All | +111.1% | +29.6% | +81.4% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling