+4,115.2%
AXP vs IVZ
+1,117.8%
+2,997.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -2.1% | +0.6% | -2.8% | -2.4% |
| 30D | -6.5% | +4.0% | -10.5% | -8.3% |
| 3M | +4.6% | +18.2% | -13.5% | -3.6% |
| 6M | +5.4% | +32.8% | -27.4% | -8.4% |
| YTD | -11.1% | +28.7% | -39.9% | -21.9% |
| 1Y | -0.3% | +55.4% | -55.7% | -19.9% |
| 3Y | +111.6% | +135.2% | -23.6% | +36.3% |
| 5Y | +117.6% | +64.2% | +53.4% | +60.5% |
| 10Y | +474.1% | +64.6% | +409.5% | +284.1% |
| All | +4,115.2% | +1,117.8% | +2,997.4% | +1,077.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling