+306.5%
IVV vs AXP
+449.9%
-143.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.8% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -5.4% | +5.8% | -11.2% | -7.6% |
| 3M | -4.1% | -6.0% | +2.0% | -1.8% |
| 6M | +0.7% | +0.3% | +0.4% | +0.1% |
| YTD | +8.7% | -12.3% | +21.0% | +13.4% |
| 1Y | +11.0% | -11.2% | +22.2% | +15.1% |
| 3Y | +75.4% | +117.0% | -41.6% | +22.4% |
| 5Y | +68.3% | +93.2% | -24.8% | +20.4% |
| All | +306.5% | +449.9% | -143.4% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling