+465.4%
AXP vs IVZ
+65.9%
+399.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | -2.1% | +0.6% | -2.8% | -2.5% |
| 30D | -6.5% | +4.0% | -10.5% | -8.5% |
| 3M | +4.6% | +18.2% | -13.5% | -4.6% |
| 6M | +5.4% | +32.8% | -27.4% | -10.1% |
| YTD | -11.1% | +28.7% | -39.9% | -23.2% |
| 1Y | -0.3% | +55.4% | -55.7% | -22.1% |
| 3Y | +111.6% | +135.2% | -23.6% | +27.7% |
| 5Y | +117.6% | +64.2% | +53.4% | +52.8% |
| All | +465.4% | +65.9% | +399.6% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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