+113.1%
AXP vs IOT
+61.2%
+51.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.6% | +2.8% | -2.2% | +0.1% |
| 30D | -4.3% | -1.8% | -2.6% | -4.2% |
| 3M | +4.7% | +17.9% | -13.2% | +1.3% |
| 6M | +9.0% | +13.5% | -4.6% | +5.2% |
| YTD | -11.1% | +13.3% | -24.4% | -14.8% |
| 1Y | +1.3% | -3.3% | +4.6% | -0.7% |
| 3Y | +114.5% | +31.3% | +83.1% | +92.8% |
| All | +113.1% | +61.2% | +51.8% | +64.5% |
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