+914.8%
IGV vs AXP
+1,255.9%
-341.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 3M | -0.5% | -6.0% | +5.5% | +1.9% |
| 6M | +12.6% | +0.3% | +12.3% | +11.9% |
| YTD | -6.4% | -12.3% | +5.8% | -2.0% |
| 1Y | -9.5% | -11.2% | +1.7% | -5.8% |
| 3Y | +41.7% | +117.0% | -75.3% | -0.1% |
| 5Y | +12.7% | +93.2% | -80.5% | -17.7% |
| 10Y | +354.1% | +461.2% | -107.1% | +94.0% |
| All | +914.8% | +1,255.9% | -341.1% | +125.0% |
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 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