+117.0%
AXP vs IOVA
+85.3%
+31.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.4% |
| 7D | +0.6% | -5.2% | +5.8% | +0.8% |
| 30D | +5.8% | -37.8% | +43.6% | +7.4% |
| 3M | -6.0% | +29.5% | -35.5% | -8.5% |
| 6M | +0.3% | +96.6% | -96.3% | -5.4% |
| YTD | -12.3% | +194.5% | -206.8% | -20.1% |
| 1Y | -11.2% | +248.1% | -259.3% | -20.3% |
| 3Y | +117.0% | +86.1% | +30.9% | +85.1% |
| All | +117.0% | +85.3% | +31.8% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling