+448.7%
AXP vs IOVA
+34.0%
+414.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.5% |
| 7D | +0.6% | -5.2% | +5.8% | +0.9% |
| 30D | +5.8% | -37.8% | +43.6% | +8.6% |
| 3M | -6.0% | +29.5% | -35.5% | -9.7% |
| 6M | +0.3% | +96.6% | -96.3% | -8.2% |
| YTD | -12.3% | +194.5% | -206.8% | -23.5% |
| 1Y | -11.2% | +248.1% | -259.3% | -24.0% |
| 3Y | +117.0% | +86.1% | +30.9% | +79.3% |
| 5Y | +93.2% | -67.8% | +161.0% | +76.3% |
| All | +448.7% | +34.0% | +414.7% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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