+938.5%
AXP vs IOVA
-91.6%
+1,030.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | -2.1% | +9.7% | -11.9% | -2.3% |
| 30D | -6.5% | +102.5% | -109.1% | -8.0% |
| 3M | +4.6% | +100.7% | -96.0% | +2.9% |
| 6M | +5.4% | +106.3% | -100.9% | +3.4% |
| YTD | -11.1% | +222.0% | -233.1% | -13.8% |
| 1Y | -0.3% | +299.5% | -299.8% | -3.9% |
| 3Y | +111.6% | +42.9% | +68.7% | +104.6% |
| 5Y | +117.6% | -65.0% | +182.6% | +112.7% |
| 10Y | +474.1% | +10.3% | +463.8% | +452.9% |
| All | +938.5% | -91.6% | +1,030.2% | +885.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling