+38.8%
IGV vs AXP
+115.2%
-76.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.3% | -0.1% | +2.5% | +2.4% |
| 30D | -6.0% | +4.4% | -10.4% | -8.0% |
| 3M | -4.8% | -6.4% | +1.6% | -1.9% |
| 6M | +14.2% | +4.2% | +10.1% | +11.4% |
| YTD | -4.2% | -12.4% | +8.1% | +1.0% |
| 1Y | -5.3% | -11.1% | +5.8% | -0.9% |
| 3Y | +38.8% | +114.9% | -76.1% | +2.1% |
| All | +38.8% | +115.2% | -76.5% | +2.1% |
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