+14.8%
IGV vs AXP
+86.8%
-71.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +2.3% | -0.1% | +2.5% | +2.4% |
| 30D | -6.0% | +4.4% | -10.4% | -8.2% |
| 3M | -4.8% | -6.4% | +1.6% | -1.7% |
| 6M | +14.2% | +4.2% | +10.1% | +11.1% |
| YTD | -4.2% | -12.4% | +8.1% | +1.4% |
| 1Y | -5.3% | -11.1% | +5.8% | -0.6% |
| 3Y | +38.8% | +114.9% | -76.1% | -12.4% |
| All | +14.8% | +86.8% | -71.9% | -22.8% |
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