+357.1%
IGV vs AXP
+435.0%
-77.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -2.3% | -0.6% | -1.6% | -2.0% |
| 30D | -11.0% | +5.0% | -15.9% | -12.8% |
| 3M | -4.5% | -4.2% | -0.2% | -2.9% |
| 6M | +10.1% | +2.9% | +7.1% | +8.3% |
| YTD | -5.1% | -11.6% | +6.5% | -0.9% |
| 1Y | -10.2% | -11.1% | +0.9% | -6.6% |
| 3Y | +37.7% | +116.7% | -79.0% | -1.6% |
| 5Y | +15.7% | +89.6% | -73.9% | -14.3% |
| 10Y | +357.1% | +428.4% | -71.3% | +132.0% |
| All | +357.1% | +435.0% | -77.9% | +132.0% |
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