+41.7%
IGV vs AXP
+117.6%
-75.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -5.2% | +0.6% | -5.8% | -5.5% |
| 30D | -10.0% | +5.8% | -15.8% | -12.5% |
| 3M | -0.5% | -6.0% | +5.5% | +2.2% |
| 6M | +12.6% | +0.3% | +12.3% | +11.8% |
| YTD | -6.4% | -12.3% | +5.8% | -1.3% |
| 1Y | -9.5% | -11.2% | +1.7% | -5.3% |
| 3Y | +41.7% | +117.0% | -75.3% | +2.5% |
| All | +41.7% | +117.6% | -75.9% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling