+111.8%
AXP vs IOT
+69.6%
+42.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -2.9% | -1.3% | -1.5% | -2.7% |
| 30D | +3.7% | +1.5% | +2.2% | +3.3% |
| 3M | -4.9% | +4.8% | -9.7% | -6.0% |
| 6M | +4.1% | +45.3% | -41.2% | -3.4% |
| YTD | -11.7% | +19.2% | -30.8% | -16.2% |
| 1Y | -11.7% | +6.1% | -17.8% | -14.8% |
| 3Y | +116.5% | +76.0% | +40.5% | +85.6% |
| All | +111.8% | +69.6% | +42.1% | +61.7% |
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