+15.1%
IGV vs AXP
+89.0%
-73.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -2.3% | -0.6% | -1.6% | -1.9% |
| 30D | -11.0% | +5.0% | -15.9% | -13.3% |
| 3M | -4.5% | -4.2% | -0.2% | -2.5% |
| 6M | +10.1% | +2.9% | +7.1% | +7.8% |
| YTD | -5.1% | -11.6% | +6.5% | +0.1% |
| 1Y | -10.2% | -11.1% | +0.9% | -5.8% |
| 3Y | +37.7% | +116.7% | -79.0% | -13.4% |
| All | +15.1% | +89.0% | -73.9% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling