+112.5%
AXP vs IOT
+69.6%
+43.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.0% | +0.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | +5.2% | +1.6% | +3.6% | +4.8% |
| 3M | -4.6% | +3.3% | -7.9% | -5.5% |
| 6M | +3.2% | +42.0% | -38.8% | -3.8% |
| YTD | -11.3% | +19.1% | -30.5% | -15.9% |
| 1Y | -11.0% | +8.8% | -19.8% | -14.5% |
| 3Y | +120.2% | +79.2% | +40.9% | +88.1% |
| All | +112.5% | +69.6% | +43.0% | +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