+89.6%
AXP vs IOVA
-67.9%
+157.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| 3M | -6.0% | +29.5% | -35.5% | -9.0% |
| 6M | +0.3% | +96.6% | -96.3% | -6.7% |
| YTD | -12.3% | +194.5% | -206.8% | -21.7% |
| 1Y | -11.2% | +248.1% | -259.3% | -22.0% |
| 3Y | +117.0% | +86.1% | +30.9% | +84.2% |
| All | +89.6% | -67.9% | +157.5% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling