+357.9%
IGV vs AXP
+465.7%
-107.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.3% | +0.6% | -3.9% | -3.6% |
| 30D | 0.0% | -4.3% | +4.3% | +1.8% |
| 3M | +7.3% | +4.7% | +2.6% | +5.1% |
| 6M | +16.7% | +9.0% | +7.7% | +12.3% |
| YTD | -2.8% | -11.1% | +8.3% | +1.3% |
| 1Y | -6.7% | +1.3% | -8.0% | -8.1% |
| 3Y | +41.1% | +114.5% | -73.4% | +1.7% |
| 5Y | +22.0% | +118.0% | -96.0% | -13.7% |
| 10Y | +357.9% | +464.9% | -107.0% | +136.6% |
| All | +357.9% | +465.7% | -107.7% | +136.6% |
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