+86.1%
AXP vs IYR
+6.0%
+80.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.1% | +0.6% | -0.7% | -0.6% |
| 30D | +4.4% | +6.6% | -2.1% | -0.6% |
| 3M | -6.4% | -1.8% | -4.6% | -5.1% |
| 6M | +4.2% | +1.4% | +2.7% | +2.5% |
| YTD | -12.4% | +10.5% | -22.9% | -19.6% |
| 1Y | -11.1% | +10.6% | -21.7% | -18.5% |
| 3Y | +114.9% | +41.8% | +73.1% | +58.6% |
| All | +86.1% | +6.0% | +80.1% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling