+893.5%
AXP vs IYR
+700.6%
+192.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -2.1% | -1.2% | -0.9% | -1.1% |
| 30D | -6.5% | -2.9% | -3.7% | -4.3% |
| 3M | +4.6% | +0.8% | +3.8% | +3.5% |
| 6M | +5.4% | +1.9% | +3.6% | +3.2% |
| YTD | -11.1% | +9.6% | -20.7% | -18.3% |
| 1Y | -0.3% | +8.1% | -8.4% | -7.3% |
| 3Y | +111.6% | +29.2% | +82.4% | +66.9% |
| 5Y | +117.6% | +4.3% | +113.3% | +105.1% |
| 10Y | +474.1% | +64.7% | +409.4% | +272.7% |
| All | +893.5% | +700.6% | +192.9% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling