+111.1%
AXP vs IOT
+29.8%
+81.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.9% | -1.7% |
| 7D | -2.1% | -2.3% | +0.2% | -1.8% |
| 30D | -6.5% | +3.8% | -10.3% | -7.2% |
| 3M | +4.6% | +14.2% | -9.5% | +1.9% |
| 6M | +5.4% | +40.1% | -34.7% | -2.0% |
| YTD | -11.1% | +13.4% | -24.5% | -14.5% |
| 1Y | -0.3% | +12.2% | -12.5% | -4.7% |
| All | +111.1% | +29.8% | +81.2% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling