+916.1%
IGV vs AXP
+1,272.7%
-356.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.4% |
| 7D | -8.3% | +0.4% | -8.7% | -8.5% |
| 30D | -10.9% | +7.0% | -18.0% | -13.6% |
| 3M | -2.3% | -6.6% | +4.3% | +0.4% |
| 6M | +12.2% | +3.5% | +8.7% | +10.1% |
| YTD | -6.3% | -11.2% | +4.9% | -2.3% |
| 1Y | -11.4% | -10.2% | -1.2% | -8.2% |
| 3Y | +41.5% | +120.0% | -78.5% | -0.8% |
| 5Y | +12.8% | +95.6% | -82.8% | -18.1% |
| 10Y | +354.7% | +468.1% | -113.5% | +93.3% |
| All | +916.1% | +1,272.7% | -356.6% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling