+937.9%
AXP vs IOVA
-92.6%
+1,030.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.7% | -2.1% |
| 7D | +0.4% | -19.0% | +19.4% | +0.8% |
| 30D | +7.0% | -40.3% | +47.3% | +7.8% |
| 3M | -6.6% | +78.3% | -84.9% | -8.2% |
| 6M | +3.5% | +94.5% | -91.0% | +1.3% |
| YTD | -11.2% | +183.5% | -194.7% | -13.9% |
| 1Y | -10.2% | +327.6% | -337.8% | -13.8% |
| 3Y | +120.0% | +83.8% | +36.2% | +111.5% |
| 5Y | +95.6% | -69.0% | +164.6% | +91.0% |
| 10Y | +468.1% | +33.4% | +434.7% | +445.7% |
| All | +937.9% | -92.6% | +1,030.6% | +884.1% |
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 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