+776.1%
IVV vs AXP
+946.0%
-169.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.1% | -2.1% | +2.2% | +1.0% |
| 30D | +0.1% | -6.5% | +6.6% | +2.7% |
| 3M | +2.0% | +4.6% | -2.7% | -0.1% |
| 6M | +13.0% | +5.4% | +7.6% | +10.2% |
| YTD | +13.6% | -11.1% | +24.7% | +17.9% |
| 1Y | +20.1% | -0.3% | +20.4% | +18.6% |
| 3Y | +77.6% | +111.6% | -34.0% | +27.7% |
| 5Y | +82.5% | +117.6% | -35.1% | +26.8% |
| 10Y | +316.5% | +474.1% | -157.6% | +85.2% |
| All | +776.1% | +946.0% | -169.9% | +138.6% |
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 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