+362.3%
IGV vs AXP
+428.9%
-66.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.3% | -2.9% | +1.6% | -0.1% |
| 30D | -8.1% | +3.7% | -11.8% | -9.6% |
| 3M | -1.6% | -4.9% | +3.3% | +0.2% |
| 6M | +12.7% | +4.1% | +8.7% | +10.4% |
| YTD | -3.3% | -11.7% | +8.4% | +1.0% |
| 1Y | -7.9% | -11.7% | +3.8% | -3.9% |
| 3Y | +40.3% | +116.5% | -76.1% | +0.3% |
| 5Y | +17.3% | +89.5% | -72.2% | -13.0% |
| 10Y | +362.3% | +424.9% | -62.6% | +134.3% |
| All | +362.3% | +428.9% | -66.6% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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