+440.3%
AXP vs IVZ
+55.7%
+384.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.7% | -2.4% |
| 7D | -1.1% | +4.1% | -5.2% | -3.4% |
| 30D | +5.2% | -2.0% | +7.3% | +5.9% |
| 3M | -4.6% | -7.8% | +3.3% | -1.2% |
| 6M | +3.2% | +6.3% | -3.1% | -1.3% |
| YTD | -11.3% | +12.6% | -23.9% | -18.4% |
| 1Y | -11.0% | +27.6% | -38.6% | -23.4% |
| 3Y | +120.2% | +154.0% | -33.9% | +26.9% |
| 5Y | +91.7% | +37.3% | +54.4% | +47.8% |
| 10Y | +440.3% | +50.5% | +389.8% | +210.8% |
| All | +440.3% | +55.7% | +384.7% | +210.8% |
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