-11.7%
AXP vs IOT
+7.0%
-18.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -2.9% | -1.3% | -1.5% | -2.8% |
| 30D | +3.7% | +1.5% | +2.2% | +3.5% |
| 3M | -4.9% | +4.8% | -9.7% | -5.4% |
| 6M | +4.1% | +45.3% | -41.2% | -0.1% |
| YTD | -11.7% | +19.2% | -30.8% | -13.3% |
| 1Y | -11.7% | +6.1% | -17.8% | -12.0% |
| All | -11.7% | +7.0% | -18.8% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling