+1,222.3%
AXON vs IAG
+303.4%
+918.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +7.2% | -25.4% | -18.7% |
| 7D | -26.8% | +21.4% | -48.3% | -28.0% |
| 30D | -22.9% | +4.0% | -27.0% | -23.3% |
| 3M | -40.1% | +17.0% | -57.1% | -41.0% |
| 6M | -18.9% | +1.4% | -20.3% | -19.5% |
| YTD | -44.9% | +13.8% | -58.7% | -46.1% |
| 1Y | -46.7% | +55.8% | -102.5% | -49.1% |
| 3Y | +44.3% | +647.4% | -603.1% | +22.2% |
| 5Y | +71.4% | +519.1% | -447.8% | +41.7% |
| All | +1,222.3% | +303.4% | +918.9% | +957.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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