-9.6%
IGV vs AXP
-11.1%
+1.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.6% |
| 3M | -4.5% | -4.2% | -0.2% | -2.9% |
| 6M | +10.1% | +2.9% | +7.1% | +8.6% |
| YTD | -5.1% | -11.6% | +6.5% | -2.8% |
| All | -9.6% | -11.1% | +1.5% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling