+112.0%
AXP vs IOT
+66.5%
+45.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | 0.0% |
| 7D | -0.6% | +0.8% | -1.5% | -0.8% |
| 30D | +5.0% | -0.2% | +5.2% | +4.9% |
| 3M | -4.2% | +4.0% | -8.2% | -5.3% |
| 6M | +2.9% | +39.4% | -36.4% | -3.8% |
| YTD | -11.6% | +16.9% | -28.5% | -15.9% |
| 1Y | -11.1% | +4.1% | -15.2% | -13.9% |
| 3Y | +116.7% | +72.7% | +44.0% | +86.3% |
| All | +112.0% | +66.5% | +45.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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